+64.8%
DIA vs WCN
+28.6%
+36.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -2.1% | -2.1% | +0.1% | -1.5% |
| 3M | +4.2% | +6.4% | -2.2% | +1.8% |
| 6M | +11.9% | -3.7% | +15.6% | +12.8% |
| YTD | +10.8% | -6.4% | +17.2% | +12.6% |
| 1Y | +17.5% | -7.9% | +25.5% | +20.0% |
| 3Y | +59.9% | +20.8% | +39.1% | +44.7% |
| All | +64.8% | +28.6% | +36.3% | +42.5% |
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 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