+7,464.4%
EW vs WCN
+9,919.6%
-2,455.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +9.3% | +2.6% | +6.7% | +8.6% |
| 30D | +22.1% | +25.3% | -3.3% | +15.4% |
| 3M | +13.0% | +15.2% | -2.2% | +9.0% |
| 6M | +30.1% | +26.4% | +3.7% | +22.5% |
| YTD | +22.0% | +9.9% | +12.1% | +18.5% |
| 1Y | +23.7% | +16.2% | +7.5% | +18.5% |
| 3Y | +62.0% | +49.4% | +12.6% | +46.1% |
| 5Y | -12.4% | +46.2% | -58.6% | -20.5% |
| 10Y | +236.1% | +305.7% | -69.7% | +154.3% |
| All | +7,464.4% | +9,919.6% | -2,455.2% | +4,737.6% |
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 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