+516.9%
MA vs WCN
+239.4%
+277.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | -1.8% | -0.4% | -1.3% | -1.5% |
| 30D | +1.4% | -2.1% | +3.5% | +2.7% |
| 3M | +17.7% | +6.4% | +11.4% | +12.9% |
| 6M | +9.7% | -3.7% | +13.4% | +11.2% |
| YTD | +0.5% | -6.4% | +6.8% | +3.2% |
| 1Y | -2.1% | -7.9% | +5.9% | +1.5% |
| 3Y | +40.1% | +20.8% | +19.3% | +18.6% |
| 5Y | +67.5% | +29.0% | +38.5% | +32.5% |
| All | +516.9% | +239.4% | +277.5% | +180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling