+108.4%
M vs WCN
+45.2%
+63.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.4% |
| 7D | -4.3% | +2.9% | -7.2% | -4.7% |
| 30D | +1.3% | +22.1% | -20.8% | -1.7% |
| 3M | -7.4% | +13.2% | -20.5% | -9.3% |
| 6M | +18.3% | +23.7% | -5.4% | +14.7% |
| YTD | +7.6% | +8.7% | -1.2% | +6.1% |
| 1Y | +17.4% | +15.3% | +2.0% | +14.5% |
| 3Y | +108.4% | +46.0% | +62.4% | +40.0% |
| All | +108.4% | +45.2% | +63.2% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling