+4,764.0%
INTU vs WCN
+8,007.2%
-3,243.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | +12.0% | +25.3% | -13.3% | +4.8% |
| 3M | +2.3% | +15.4% | -13.1% | -1.9% |
| 6M | -12.1% | +27.8% | -39.9% | -18.2% |
| YTD | -47.5% | +10.6% | -58.1% | -49.2% |
| 1Y | -46.9% | +15.8% | -62.7% | -49.3% |
| 3Y | -33.5% | +50.3% | -83.7% | -41.3% |
| 5Y | -41.2% | +46.9% | -88.2% | -47.7% |
| 10Y | +233.5% | +318.8% | -85.3% | +131.8% |
| All | +4,764.0% | +8,007.2% | -3,243.2% | +2,040.3% |
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