+997.1%
ES vs WCN
+7,873.9%
-6,876.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.6% |
| 7D | +1.9% | +2.9% | -1.0% | +1.3% |
| 30D | +7.1% | +22.1% | -15.0% | +3.0% |
| 3M | -1.9% | +13.2% | -15.1% | -4.3% |
| 6M | +4.4% | +23.7% | -19.3% | 0.0% |
| YTD | +7.3% | +8.7% | -1.4% | +5.2% |
| 1Y | +2.1% | +15.3% | -13.2% | -1.1% |
| 3Y | +41.8% | +46.0% | -4.2% | +31.3% |
| 5Y | +1.4% | +45.9% | -44.5% | -6.2% |
| 10Y | +86.8% | +311.1% | -224.3% | +47.7% |
| All | +997.1% | +7,873.9% | -6,876.8% | +616.9% |
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