+505.2%
IT vs WCN
+6,839.3%
-6,334.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.2% |
| 7D | -6.0% | -0.6% | -5.4% | -5.8% |
| 30D | 0.0% | +0.4% | -0.4% | -0.1% |
| 3M | +13.1% | +7.3% | +5.7% | +10.8% |
| 6M | +11.7% | -2.5% | +14.2% | +12.6% |
| YTD | -26.1% | -5.4% | -20.7% | -24.8% |
| 1Y | -21.3% | -8.5% | -12.8% | -19.1% |
| 3Y | -46.7% | +20.8% | -67.5% | -50.0% |
| 5Y | -40.5% | +30.0% | -70.5% | -45.4% |
| 10Y | +103.9% | +238.4% | -134.5% | +44.1% |
| All | +505.2% | +6,839.3% | -6,334.2% | +167.9% |
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