+59.5%
DIA vs WCN
+52.1%
+7.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | +1.2% | +26.4% | -25.2% | -3.1% |
| 3M | -2.4% | +17.5% | -19.9% | -5.3% |
| 6M | +5.7% | +28.7% | -23.1% | +0.3% |
| YTD | +9.9% | +11.5% | -1.6% | +8.0% |
| 1Y | +9.8% | +15.9% | -6.1% | +6.6% |
| All | +59.5% | +52.1% | +7.4% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling