+46.0%
F vs WCN
+52.1%
-6.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +2.6% | -5.7% | -3.4% |
| 30D | 0.0% | +23.9% | -23.9% | -2.7% |
| 3M | -13.2% | +17.4% | -30.6% | -15.0% |
| 6M | -10.2% | +28.0% | -38.2% | -13.2% |
| YTD | -4.9% | +11.6% | -16.5% | -5.5% |
| 1Y | -6.1% | +16.9% | -22.9% | -8.0% |
| 3Y | +46.0% | +51.6% | -5.6% | +27.0% |
| All | +46.0% | +52.1% | -6.1% | +27.0% |
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 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