+42.0%
F vs WCN
+6,839.3%
-6,797.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.8% |
| 7D | +5.3% | -0.6% | +6.0% | +5.5% |
| 30D | +4.6% | +0.4% | +4.1% | +4.5% |
| 3M | -3.7% | +7.3% | -11.0% | -5.8% |
| 6M | +16.8% | -2.5% | +19.3% | +16.9% |
| YTD | +15.3% | -5.4% | +20.7% | +16.0% |
| 1Y | +31.0% | -8.5% | +39.5% | +33.0% |
| 3Y | +45.4% | +20.8% | +24.6% | +35.7% |
| 5Y | +54.7% | +30.0% | +24.6% | +41.5% |
| 10Y | +98.2% | +238.4% | -140.2% | +41.7% |
| All | +42.0% | +6,839.3% | -6,797.3% | -33.8% |
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 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