+4,600.9%
INTU vs WCN
+6,839.3%
-2,238.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -7.1% | -0.6% | -6.4% | -6.9% |
| 30D | +1.5% | +0.4% | +1.0% | +1.3% |
| 3M | +10.7% | +7.3% | +3.3% | +8.4% |
| 6M | -23.8% | -2.5% | -21.3% | -23.4% |
| YTD | -49.3% | -5.4% | -43.9% | -48.6% |
| 1Y | -49.7% | -8.5% | -41.2% | -48.5% |
| 3Y | -38.0% | +20.8% | -58.8% | -41.8% |
| 5Y | -38.7% | +30.0% | -68.8% | -43.4% |
| 10Y | +221.3% | +238.4% | -17.1% | +136.8% |
| All | +4,600.9% | +6,839.3% | -2,238.4% | +2,065.6% |
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