-97.1%
IRE vs WCN
+9.3%
-106.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.4% | +40.9% | +36.3% |
| 7D | -27.2% | +2.9% | -30.1% | -19.2% |
| 30D | -75.1% | +22.1% | -97.2% | -57.4% |
| 3M | -77.9% | +13.2% | -91.0% | -68.0% |
| 6M | -94.6% | +23.7% | -118.3% | -90.3% |
| YTD | -91.5% | +8.7% | -100.3% | -87.2% |
| 1Y | -97.8% | +15.3% | -113.2% | -95.9% |
| All | -97.1% | +9.3% | -106.4% | -95.2% |
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