-1.6%
MDLN vs WCN
+9.7%
-11.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.8% | +15.6% | +17.5% |
| 7D | +24.7% | +6.7% | +17.9% | +22.7% |
| 30D | +12.7% | +24.3% | -11.6% | +6.7% |
| 3M | -4.0% | +16.1% | -20.1% | -7.4% |
| 6M | -8.7% | +19.9% | -28.6% | -12.8% |
| YTD | -3.9% | +10.1% | -14.0% | -7.8% |
| All | -1.6% | +9.7% | -11.3% | -5.6% |
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