+46.2%
EXC vs WCN
+30.9%
+15.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +1.2% | -0.4% | +1.7% | +1.4% |
| 30D | -2.7% | -2.1% | -0.6% | -2.0% |
| 3M | -1.0% | +6.4% | -7.3% | -3.1% |
| 6M | -9.3% | -3.7% | -5.6% | -8.3% |
| YTD | +3.6% | -6.4% | +10.0% | +5.4% |
| 1Y | +5.9% | -7.9% | +13.9% | +8.3% |
| 3Y | +21.3% | +20.8% | +0.5% | +9.4% |
| 5Y | +46.2% | +29.0% | +17.2% | +27.2% |
| All | +46.2% | +30.9% | +15.2% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling