+120.1%
MAR vs WCN
+52.1%
+68.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | +13.8% | +23.9% | -10.1% | +7.2% |
| 3M | +20.3% | +17.4% | +2.9% | +15.0% |
| 6M | +21.3% | +28.0% | -6.7% | +12.8% |
| YTD | +37.2% | +11.6% | +25.7% | +33.1% |
| 1Y | +48.4% | +16.9% | +31.6% | +41.6% |
| 3Y | +120.1% | +51.6% | +68.5% | +83.5% |
| All | +120.1% | +52.1% | +68.0% | +83.5% |
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