+4,376.5%
DE vs WCN
+6,686.9%
-2,310.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -3.0% | -1.7% | -1.3% | -2.6% |
| 30D | +11.1% | -3.0% | +14.1% | +12.0% |
| 3M | +17.6% | +2.5% | +15.1% | +16.5% |
| 6M | +13.6% | -5.7% | +19.3% | +14.8% |
| YTD | +46.3% | -7.4% | +53.7% | +48.5% |
| 1Y | +44.2% | -8.6% | +52.8% | +46.7% |
| 3Y | +76.6% | +19.4% | +57.2% | +66.6% |
| 5Y | +98.2% | +27.2% | +71.0% | +83.5% |
| 10Y | +863.5% | +238.5% | +625.0% | +616.0% |
| All | +4,376.5% | +6,686.9% | -2,310.4% | +2,304.5% |
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