-21.3%
IT vs WCN
-8.7%
-12.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.0% |
| 7D | -6.0% | -0.6% | -5.4% | -5.7% |
| 30D | 0.0% | +0.4% | -0.4% | -0.1% |
| 3M | +13.1% | +7.3% | +5.7% | +10.9% |
| 6M | +11.7% | -2.5% | +14.2% | +15.1% |
| YTD | -26.1% | -5.4% | -20.7% | -24.1% |
| 1Y | -21.3% | -8.5% | -12.8% | -18.6% |
| All | -21.3% | -8.7% | -12.5% | -18.6% |
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