+143.8%
GOOGL vs WCN
+19.5%
+124.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -1.9% | -1.7% | -0.1% | -1.7% |
| 30D | -7.5% | -3.0% | -4.5% | -7.3% |
| 3M | -9.2% | +2.5% | -11.7% | -9.3% |
| 6M | +8.1% | -5.7% | +13.8% | +8.4% |
| YTD | +5.8% | -7.4% | +13.3% | +6.4% |
| 1Y | +38.3% | -8.6% | +47.0% | +39.4% |
| All | +143.8% | +19.5% | +124.3% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling