+15,614.6%
MA vs WCN
+1,816.5%
+13,798.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | +2.3% | +2.9% | -0.6% | +0.7% |
| 30D | +14.7% | +22.1% | -7.4% | +1.6% |
| 3M | +13.5% | +13.2% | +0.3% | +5.1% |
| 6M | +33.1% | +23.7% | +9.4% | +16.6% |
| YTD | +15.1% | +8.7% | +6.3% | +7.6% |
| 1Y | +18.7% | +15.3% | +3.4% | +7.1% |
| 3Y | +72.1% | +46.0% | +26.1% | +32.8% |
| 5Y | +92.8% | +45.9% | +46.9% | +47.0% |
| 10Y | +571.6% | +311.1% | +260.6% | +178.5% |
| All | +15,614.6% | +1,816.5% | +13,798.2% | +2,592.7% |
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