+507.3%
MAS vs WCN
+7,983.1%
-7,475.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | +4.6% | +5.5% | -1.0% | +2.9% |
| 30D | +19.9% | +24.2% | -4.3% | +12.3% |
| 3M | +8.9% | +17.0% | -8.1% | +3.8% |
| 6M | +20.2% | +22.3% | -2.2% | +12.7% |
| YTD | +33.9% | +10.2% | +23.7% | +29.0% |
| 1Y | +34.7% | +16.5% | +18.2% | +27.6% |
| 3Y | +60.4% | +47.1% | +13.3% | +40.4% |
| 5Y | +43.5% | +47.9% | -4.5% | +24.8% |
| 10Y | +226.7% | +316.7% | -90.0% | +112.4% |
| All | +507.3% | +7,983.1% | -7,475.9% | +174.5% |
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 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