+42.2%
MAS vs WCN
+16.1%
+26.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +3.3% | +1.2% | +2.1% | +3.0% |
| 30D | +25.5% | +24.6% | +0.9% | +21.1% |
| 3M | +11.8% | +14.2% | -2.4% | +8.7% |
| 6M | +21.3% | +25.7% | -4.4% | +17.2% |
| YTD | +37.7% | +9.3% | +28.5% | +37.0% |
| All | +42.2% | +16.1% | +26.1% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling