+47.6%
F vs WCN
+22.4%
+25.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.6% |
| 7D | +5.3% | -0.6% | +6.0% | +5.4% |
| 30D | +4.6% | +0.4% | +4.1% | +4.5% |
| 3M | -3.7% | +7.3% | -11.0% | -4.7% |
| 6M | +16.8% | -2.5% | +19.3% | +17.8% |
| YTD | +15.3% | -5.4% | +20.7% | +17.0% |
| 1Y | +31.0% | -8.5% | +39.5% | +34.4% |
| All | +47.6% | +22.4% | +25.3% | +31.8% |
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