+7.8%
D vs WCN
+30.3%
-22.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | -2.6% | +0.4% | -3.0% | -2.8% |
| 3M | 0.0% | +7.3% | -7.3% | -2.9% |
| 6M | +7.4% | -2.5% | +9.9% | +7.9% |
| YTD | +15.9% | -5.4% | +21.2% | +17.6% |
| 1Y | +18.1% | -8.5% | +26.6% | +21.4% |
| 3Y | +58.4% | +20.8% | +37.6% | +44.3% |
| All | +7.8% | +30.3% | -22.6% | -5.9% |
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