+2,653.6%
MAR vs WCN
+6,839.3%
-4,185.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -4.2% | -0.6% | -3.5% | -4.0% |
| 30D | -6.7% | +0.4% | -7.1% | -6.8% |
| 3M | -12.5% | +7.3% | -19.8% | -14.4% |
| 6M | +0.6% | -2.5% | +3.1% | +0.9% |
| YTD | +9.1% | -5.4% | +14.5% | +10.2% |
| 1Y | +26.2% | -8.5% | +34.7% | +28.5% |
| 3Y | +68.2% | +20.8% | +47.4% | +57.6% |
| 5Y | +163.9% | +30.0% | +133.9% | +141.3% |
| 10Y | +420.6% | +238.4% | +182.2% | +267.9% |
| All | +2,653.6% | +6,839.3% | -4,185.8% | +1,116.1% |
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