-51.6%
IT vs WCN
+19.5%
-71.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -9.1% | -1.7% | -7.4% | -8.2% |
| 30D | -12.2% | -3.0% | -9.2% | -10.6% |
| 3M | +7.8% | +2.5% | +5.3% | +7.3% |
| 6M | +2.0% | -5.7% | +7.7% | +5.6% |
| YTD | -32.7% | -7.4% | -25.3% | -29.9% |
| 1Y | -31.1% | -8.6% | -22.5% | -27.8% |
| All | -51.6% | +19.5% | -71.1% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling