-8.2%
IR vs WCN
-8.4%
+0.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.8% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | -15.0% | -3.0% | -12.1% | -14.6% |
| 3M | -0.4% | +2.5% | -3.0% | -0.7% |
| 6M | -15.0% | -5.7% | -9.4% | -13.1% |
| YTD | -7.1% | -7.4% | +0.4% | -4.5% |
| All | -8.2% | -8.4% | +0.2% | -4.4% |
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