+36.6%
CTVA vs WCN
+48.0%
-11.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.8% | +2.6% | -23.3% | -21.5% |
| 30D | -29.6% | +23.9% | -53.6% | -34.9% |
| 3M | -16.9% | +17.4% | -34.3% | -21.6% |
| 6M | -24.3% | +28.0% | -52.3% | -31.1% |
| YTD | -5.6% | +11.6% | -17.2% | -9.6% |
| 1Y | -4.2% | +16.9% | -21.0% | -10.1% |
| 3Y | +43.3% | +51.6% | -8.3% | +16.7% |
| All | +36.6% | +48.0% | -11.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling