-21.6%
LUMN vs WCN
+6,623.4%
-6,645.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +2.5% | -3.1% | +5.6% | +3.1% |
| 30D | +10.3% | -3.4% | +13.7% | +11.0% |
| 3M | -18.3% | +3.0% | -21.2% | -18.9% |
| 6M | +4.4% | -3.8% | +8.1% | +4.5% |
| YTD | -10.7% | -8.3% | -2.4% | -9.9% |
| 1Y | +14.0% | -9.7% | +23.7% | +14.8% |
| 3Y | +406.6% | +17.2% | +389.4% | +384.2% |
| 5Y | -36.8% | +25.3% | -62.1% | -40.5% |
| 10Y | -56.2% | +235.4% | -291.5% | -64.8% |
| All | -21.6% | +6,623.4% | -6,645.0% | -54.5% |
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