+8.2%
EW vs WCN
-9.1%
+17.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -6.2% | -3.1% | -3.0% | -5.6% |
| 30D | -9.3% | -3.4% | -5.9% | -8.7% |
| 3M | -1.6% | +3.0% | -4.6% | -2.2% |
| 6M | -0.8% | -3.8% | +2.9% | +0.1% |
| YTD | -1.0% | -8.3% | +7.3% | +1.5% |
| 1Y | +8.2% | -9.7% | +17.9% | +11.0% |
| All | +8.2% | -9.1% | +17.3% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling