+291.3%
IR vs WCN
+186.8%
+104.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.5% |
| 30D | -15.1% | +0.4% | -15.6% | -15.4% |
| 3M | +6.1% | +7.3% | -1.3% | +1.7% |
| 6M | -16.8% | -2.5% | -14.3% | -16.5% |
| YTD | -3.5% | -5.4% | +1.8% | -1.8% |
| 1Y | -3.5% | -8.5% | +5.0% | -0.1% |
| 3Y | +9.5% | +20.8% | -11.3% | -6.6% |
| 5Y | +45.1% | +30.0% | +15.1% | +16.4% |
| All | +291.3% | +186.8% | +104.5% | +75.7% |
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