+71.2%
M vs WCN
+6,839.3%
-6,768.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.9% |
| 7D | +4.7% | -0.6% | +5.4% | +4.9% |
| 30D | -9.6% | +0.4% | -10.1% | -9.8% |
| 3M | +0.9% | +7.3% | -6.5% | -1.4% |
| 6M | +22.3% | -2.5% | +24.8% | +22.4% |
| YTD | +6.5% | -5.4% | +11.9% | +7.3% |
| 1Y | +38.8% | -8.5% | +47.2% | +41.0% |
| 3Y | +115.9% | +20.8% | +95.1% | +99.8% |
| 5Y | +28.6% | +30.0% | -1.4% | +16.3% |
| 10Y | -2.5% | +238.4% | -240.9% | -32.3% |
| All | +71.2% | +6,839.3% | -6,768.1% | -20.1% |
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