-35.5%
DOW vs WCN
+25.5%
-60.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -2.4% | -4.4% | +2.0% | -1.5% |
| 30D | -4.1% | -4.4% | +0.4% | -3.2% |
| 3M | -12.4% | +0.5% | -12.9% | -12.5% |
| 6M | -10.6% | -3.3% | -7.4% | -10.1% |
| YTD | +31.1% | -8.5% | +39.6% | +33.2% |
| 1Y | +30.5% | -8.9% | +39.4% | +32.6% |
| 3Y | -34.4% | +18.0% | -52.4% | -38.1% |
| 5Y | -35.5% | +25.0% | -60.5% | -40.9% |
| All | -35.5% | +25.5% | -60.9% | -40.9% |
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