+11.7%
IR vs WCN
+16.4%
-4.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.5% | +2.6% | -0.1% | +2.4% |
| 30D | +9.2% | +23.9% | -14.8% | +7.3% |
| 3M | +0.9% | +17.4% | -16.5% | +0.2% |
| 6M | +19.2% | +28.0% | -8.8% | +16.6% |
| YTD | +7.5% | +11.6% | -4.1% | +10.4% |
| 1Y | +11.7% | +16.9% | -5.1% | +11.4% |
| All | +11.7% | +16.4% | -4.7% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling