+55.4%
ES vs WCN
+52.1%
+3.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | +2.6% | +0.1% | +1.9% |
| 30D | +7.6% | +23.9% | -16.3% | +0.4% |
| 3M | +0.5% | +17.4% | -16.9% | -4.6% |
| 6M | +7.6% | +28.0% | -20.4% | -0.8% |
| YTD | +10.2% | +11.6% | -1.3% | +5.9% |
| 1Y | +1.8% | +16.9% | -15.0% | -4.2% |
| 3Y | +55.4% | +51.6% | +3.8% | +26.2% |
| All | +55.4% | +52.1% | +3.3% | +26.2% |
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