-41.7%
INTU vs WCN
+30.9%
-72.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.5% |
| 7D | -7.5% | -0.4% | -7.1% | -7.3% |
| 30D | -1.9% | -2.1% | +0.2% | -0.6% |
| 3M | +4.9% | +6.4% | -1.5% | +1.4% |
| 6M | -33.2% | -3.7% | -29.5% | -31.8% |
| YTD | -51.4% | -6.4% | -45.0% | -49.6% |
| 1Y | -52.0% | -7.9% | -44.0% | -49.8% |
| 3Y | -40.7% | +20.8% | -61.5% | -50.3% |
| 5Y | -41.7% | +29.0% | -70.7% | -55.1% |
| All | -41.7% | +30.9% | -72.7% | -55.1% |
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