+20.5%
F vs WCN
+8,007.2%
-7,986.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -2.1% | +0.4% | -2.6% | -2.3% |
| 30D | +3.3% | +25.3% | -22.0% | -3.1% |
| 3M | -11.3% | +15.4% | -26.8% | -14.9% |
| 6M | +5.3% | +27.8% | -22.5% | -2.2% |
| YTD | -2.2% | +10.6% | -12.8% | -5.9% |
| 1Y | -3.5% | +15.8% | -19.3% | -8.4% |
| 3Y | +49.5% | +50.3% | -0.7% | +31.1% |
| 5Y | -13.5% | +46.9% | -60.4% | -23.7% |
| 10Y | +69.0% | +318.8% | -249.8% | +14.0% |
| All | +20.5% | +8,007.2% | -7,986.7% | -46.3% |
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