+3.7%
DT vs WCN
+20.9%
-17.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -4.9% | -0.4% | -4.4% | -4.7% |
| 30D | +2.7% | -2.1% | +4.8% | +3.2% |
| 3M | +20.0% | +6.4% | +13.6% | +17.6% |
| 6M | +28.0% | -3.7% | +31.7% | +29.3% |
| YTD | +16.0% | -6.4% | +22.4% | +17.9% |
| 1Y | +0.7% | -7.9% | +8.7% | +2.9% |
| All | +3.7% | +20.9% | -17.2% | -0.2% |
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