+105.2%
CTVA vs WCN
+25.5%
+79.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -4.7% | -4.4% | -0.2% | -3.0% |
| 30D | +11.1% | -4.4% | +15.5% | +12.9% |
| 3M | +13.7% | +0.5% | +13.2% | +13.2% |
| 6M | +11.2% | -3.3% | +14.5% | +12.1% |
| YTD | +26.9% | -8.5% | +35.4% | +30.6% |
| 1Y | +18.8% | -8.9% | +27.7% | +22.3% |
| 3Y | +75.9% | +18.0% | +57.9% | +58.6% |
| 5Y | +105.2% | +25.0% | +80.2% | +77.2% |
| All | +105.2% | +25.5% | +79.8% | +77.2% |
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