+143.3%
DELL vs WCN
+16.1%
+127.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.8% | -11.6% | -7.2% |
| 7D | -24.6% | +6.7% | -31.3% | -21.5% |
| 30D | -32.5% | +24.3% | -56.8% | -24.1% |
| 3M | -20.2% | +16.1% | -36.3% | -12.3% |
| 6M | +76.5% | +19.9% | +56.5% | +95.9% |
| YTD | +198.9% | +10.1% | +188.8% | +244.7% |
| 1Y | +143.3% | +14.4% | +128.9% | +182.1% |
| All | +143.3% | +16.1% | +127.3% | +182.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling