+1,039.7%
MRSH vs WCN
+6,623.4%
-5,583.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.8% | -3.1% | -1.6% | -4.0% |
| 30D | -6.3% | -3.4% | -2.9% | -5.5% |
| 3M | +5.8% | +3.0% | +2.8% | +5.1% |
| 6M | +2.8% | -3.8% | +6.5% | +3.6% |
| YTD | -3.1% | -8.3% | +5.2% | -1.4% |
| 1Y | -11.3% | -9.7% | -1.5% | -9.4% |
| 3Y | -5.0% | +17.2% | -22.1% | -9.0% |
| 5Y | +19.2% | +25.3% | -6.1% | +12.4% |
| 10Y | +217.4% | +235.4% | -18.0% | +145.1% |
| All | +1,039.7% | +6,623.4% | -5,583.7% | +520.5% |
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