+3.6%
GOOG vs WCN
+16.1%
-12.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.5% | +3.4% |
| 7D | -10.7% | +6.7% | -17.4% | -10.3% |
| 30D | -16.4% | +24.3% | -40.8% | -15.8% |
| 3M | -23.4% | +16.1% | -39.5% | -22.8% |
| 6M | -24.2% | +19.9% | -44.2% | -23.7% |
| YTD | -8.3% | +10.1% | -18.4% | -8.0% |
| 1Y | +3.6% | +14.4% | -10.8% | +5.0% |
| All | +3.6% | +16.1% | -12.5% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling