+159.7%
GILD vs WCN
+235.9%
-76.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -3.1% | -1.7% | -3.8% |
| 30D | +5.8% | -3.4% | +9.2% | +7.0% |
| 3M | +14.9% | +3.0% | +12.0% | +13.8% |
| 6M | -0.4% | -3.8% | +3.4% | +0.6% |
| YTD | +18.5% | -8.3% | +26.8% | +21.4% |
| 1Y | +25.1% | -9.7% | +34.9% | +28.7% |
| 3Y | +105.9% | +17.2% | +88.7% | +89.5% |
| 5Y | +143.0% | +25.3% | +117.7% | +115.5% |
| All | +159.7% | +235.9% | -76.2% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling