+7,692.7%
EW vs WCN
+10,067.9%
-2,375.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | +2.6% | +2.3% | +4.3% |
| 30D | +23.9% | +23.9% | 0.0% | +17.5% |
| 3M | +15.8% | +17.4% | -1.7% | +11.1% |
| 6M | +31.7% | +28.0% | +3.6% | +23.6% |
| YTD | +25.7% | +11.6% | +14.1% | +21.6% |
| 1Y | +24.4% | +16.9% | +7.6% | +19.1% |
| 3Y | +65.9% | +51.6% | +14.3% | +49.1% |
| 5Y | -7.6% | +48.0% | -55.6% | -16.4% |
| 10Y | +253.2% | +322.6% | -69.4% | +165.3% |
| All | +7,692.7% | +10,067.9% | -2,375.2% | +4,866.0% |
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 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