+440.7%
DD vs WCN
+6,839.3%
-6,398.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -10.3% | +0.4% | -10.8% | -10.5% |
| 3M | -7.5% | +7.3% | -14.9% | -9.9% |
| 6M | -8.0% | -2.5% | -5.5% | -8.1% |
| YTD | +10.5% | -5.4% | +15.8% | +11.3% |
| 1Y | +38.3% | -8.5% | +46.7% | +40.5% |
| 3Y | +42.5% | +20.8% | +21.7% | +32.1% |
| 5Y | +60.2% | +30.0% | +30.2% | +44.5% |
| 10Y | +68.9% | +238.4% | -169.5% | +16.8% |
| All | +440.7% | +6,839.3% | -6,398.7% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling