+13,164.2%
GOOG vs WCN
+2,066.2%
+11,098.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -1.6% | -1.7% | +0.2% | -0.7% |
| 30D | -7.7% | -3.0% | -4.7% | -6.4% |
| 3M | -9.3% | +2.5% | -11.8% | -10.8% |
| 6M | +7.4% | -5.7% | +13.1% | +9.4% |
| YTD | +4.9% | -7.4% | +12.3% | +7.2% |
| 1Y | +37.2% | -8.6% | +45.8% | +40.6% |
| 3Y | +141.6% | +19.4% | +122.2% | +112.1% |
| 5Y | +128.8% | +27.2% | +101.5% | +92.3% |
| 10Y | +772.7% | +238.5% | +534.2% | +351.7% |
| All | +13,164.2% | +2,066.2% | +11,098.0% | +2,980.5% |
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