+3,362.6%
MAR vs WCN
+8,080.5%
-4,718.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +20.3% | +17.4% | +2.9% | +14.7% |
| 6M | +21.3% | +28.0% | -6.7% | +12.7% |
| YTD | +37.2% | +11.6% | +25.7% | +32.0% |
| 1Y | +48.4% | +16.9% | +31.6% | +41.0% |
| 3Y | +120.1% | +51.6% | +68.5% | +93.5% |
| 5Y | +182.1% | +48.0% | +134.1% | +148.5% |
| 10Y | +530.2% | +322.6% | +207.6% | +318.4% |
| All | +3,362.6% | +8,080.5% | -4,718.0% | +1,357.2% |
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 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