-43.2%
INTU vs WCN
+48.0%
-91.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | +2.6% | -2.5% | -1.5% |
| 30D | +10.1% | +23.9% | -13.9% | -3.2% |
| 3M | -4.2% | +17.4% | -21.6% | -13.0% |
| 6M | -7.2% | +28.0% | -35.2% | -19.7% |
| YTD | -47.7% | +11.6% | -59.2% | -51.2% |
| 1Y | -46.7% | +16.9% | -63.6% | -51.8% |
| 3Y | -34.1% | +51.6% | -85.7% | -52.1% |
| All | -43.2% | +48.0% | -91.2% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling