+593.1%
MA vs WCN
+322.1%
+271.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +2.6% | -1.3% | -0.3% |
| 30D | +9.6% | +23.9% | -14.3% | -4.2% |
| 3M | +16.8% | +17.4% | -0.6% | +5.4% |
| 6M | +35.2% | +28.0% | +7.2% | +15.2% |
| YTD | +16.6% | +11.6% | +5.0% | +7.2% |
| 1Y | +19.8% | +16.9% | +2.9% | +6.7% |
| 3Y | +70.7% | +51.6% | +19.1% | +24.6% |
| 5Y | +87.4% | +48.0% | +39.4% | +36.6% |
| All | +593.1% | +322.1% | +271.0% | +177.2% |
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 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