-42.5%
IT vs WCN
+48.2%
-90.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -3.7% | +1.2% | -4.8% | -4.3% |
| 30D | -3.1% | +26.4% | -29.6% | -15.5% |
| 3M | +6.3% | +17.5% | -11.2% | -3.1% |
| 6M | +24.8% | +28.7% | -4.0% | +8.4% |
| YTD | -24.4% | +11.5% | -35.9% | -29.0% |
| 1Y | -17.1% | +15.9% | -32.9% | -23.8% |
| 3Y | -53.6% | +51.6% | -105.2% | -64.6% |
| 5Y | -42.5% | +47.9% | -90.5% | -56.0% |
| All | -42.5% | +48.2% | -90.7% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling