+1,244.2%
EWY vs WCN
+5,992.0%
-4,747.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +8.0% | -0.4% | +8.5% | +8.2% |
| 30D | +14.3% | -2.1% | +16.5% | +15.2% |
| 3M | +2.3% | +6.4% | -4.1% | -1.5% |
| 6M | +49.9% | -3.7% | +53.5% | +49.1% |
| YTD | +95.3% | -6.4% | +101.7% | +95.9% |
| 1Y | +161.7% | -7.9% | +169.7% | +163.2% |
| 3Y | +230.2% | +20.8% | +209.4% | +192.4% |
| 5Y | +148.1% | +29.0% | +119.2% | +111.2% |
| 10Y | +293.2% | +236.4% | +56.8% | +121.0% |
| All | +1,244.2% | +5,992.0% | -4,747.8% | +217.5% |
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