+4,728.9%
INTU vs WCN
+8,078.4%
-3,349.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -4.1% | +1.2% | -5.3% | -4.5% |
| 30D | +12.8% | +26.4% | -13.6% | +5.3% |
| 3M | +2.1% | +17.5% | -15.4% | -2.6% |
| 6M | -11.5% | +28.7% | -40.2% | -17.8% |
| YTD | -47.9% | +11.5% | -59.4% | -49.7% |
| 1Y | -47.7% | +15.9% | -63.5% | -50.0% |
| 3Y | -34.0% | +51.6% | -85.5% | -41.9% |
| 5Y | -43.5% | +47.9% | -91.5% | -49.8% |
| 10Y | +231.1% | +322.5% | -91.4% | +129.5% |
| All | +4,728.9% | +8,078.4% | -3,349.5% | +2,019.2% |
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