+117.6%
DT vs WCN
+90.9%
+26.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -0.9% |
| 7D | -3.3% | -0.6% | -2.7% | -2.9% |
| 30D | +2.0% | +0.4% | +1.6% | +1.7% |
| 3M | +20.0% | +7.3% | +12.7% | +13.7% |
| 6M | +39.3% | -2.5% | +41.8% | +39.7% |
| YTD | +19.8% | -5.4% | +25.1% | +22.2% |
| 1Y | +4.3% | -8.5% | +12.7% | +8.4% |
| 3Y | +7.7% | +20.8% | -13.1% | -12.3% |
| 5Y | -26.8% | +30.0% | -56.8% | -44.7% |
| All | +117.6% | +90.9% | +26.7% | +21.4% |
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