-83.7%
IRE vs WCN
-4.9%
-78.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.1% | +11.4% |
| 7D | +54.8% | -0.6% | +55.4% | +52.3% |
| 30D | +18.4% | +0.4% | +18.0% | +20.7% |
| 3M | -66.7% | +7.3% | -74.1% | -60.4% |
| 6M | -52.3% | -2.5% | -49.8% | -46.3% |
| YTD | -52.3% | -5.4% | -46.9% | -51.3% |
| All | -83.7% | -4.9% | -78.8% | -82.0% |
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