+2,928.7%
LOW vs WCN
+6,687.0%
-3,758.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.6% | -1.7% | +1.1% | -0.2% |
| 30D | -9.3% | -3.0% | -6.3% | -8.6% |
| 3M | -8.1% | +2.5% | -10.6% | -8.7% |
| 6M | -19.8% | -5.7% | -14.1% | -18.8% |
| YTD | -16.4% | -7.4% | -8.9% | -15.1% |
| 1Y | -24.7% | -8.6% | -16.0% | -23.3% |
| 3Y | -8.8% | +19.4% | -28.2% | -13.6% |
| 5Y | +7.8% | +27.2% | -19.4% | +0.2% |
| 10Y | +233.8% | +238.5% | -4.7% | +152.1% |
| All | +2,928.7% | +6,687.0% | -3,758.3% | +1,540.0% |
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 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