-17.2%
F vs WCN
+48.0%
-65.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +2.6% | -5.7% | -4.0% |
| 30D | 0.0% | +23.9% | -23.9% | -7.6% |
| 3M | -13.2% | +17.4% | -30.6% | -18.2% |
| 6M | -10.2% | +28.0% | -38.2% | -18.6% |
| YTD | -4.9% | +11.6% | -16.5% | -9.1% |
| 1Y | -6.1% | +16.9% | -22.9% | -12.5% |
| 3Y | +46.0% | +51.6% | -5.6% | +11.3% |
| All | -17.2% | +48.0% | -65.2% | -39.1% |
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