+21.8%
DOW vs WCN
-9.1%
+30.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -1.4% | -3.1% | +1.7% | -0.9% |
| 30D | -3.9% | -3.4% | -0.5% | -3.3% |
| 3M | -12.7% | +3.0% | -15.6% | -12.7% |
| 6M | -13.7% | -3.8% | -9.9% | -12.7% |
| YTD | +28.4% | -8.3% | +36.7% | +28.8% |
| 1Y | +21.8% | -9.7% | +31.5% | +25.1% |
| All | +21.8% | -9.1% | +30.9% | +25.1% |
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