+87.8%
DT vs WCN
+125.0%
-37.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.1% | +2.6% | +0.5% | +1.6% |
| 30D | -29.5% | +23.9% | -53.5% | -38.6% |
| 3M | -11.7% | +17.4% | -29.1% | -20.6% |
| 6M | +29.0% | +28.0% | +1.0% | +8.9% |
| YTD | +3.4% | +11.6% | -8.2% | -5.3% |
| 1Y | -4.2% | +16.9% | -21.1% | -15.3% |
| 3Y | -12.8% | +51.6% | -64.4% | -39.0% |
| 5Y | -39.6% | +48.0% | -87.6% | -57.7% |
| All | +87.8% | +125.0% | -37.2% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling