+17.1%
EW vs WCN
+19.6%
-2.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -3.3% | -2.1% | -1.2% | -2.6% |
| 3M | +1.0% | +6.4% | -5.4% | -1.6% |
| 6M | +6.2% | -3.7% | +9.9% | +7.5% |
| YTD | +1.7% | -6.4% | +8.1% | +4.2% |
| 1Y | +8.1% | -7.9% | +16.1% | +11.6% |
| 3Y | +17.1% | +20.8% | -3.7% | +3.6% |
| All | +17.1% | +19.6% | -2.6% | +3.6% |
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