+29.7%
M vs WCN
-8.7%
+38.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.2% |
| 7D | -4.1% | -1.7% | -2.3% | -4.1% |
| 30D | -13.6% | -3.0% | -10.6% | -13.7% |
| 3M | -2.3% | +2.5% | -4.8% | -1.9% |
| 6M | +21.9% | -5.7% | +27.6% | +21.9% |
| YTD | -0.6% | -7.4% | +6.9% | +0.6% |
| 1Y | +29.7% | -8.6% | +38.3% | +37.2% |
| All | +29.7% | -8.7% | +38.5% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling