-7.5%
MSCI vs WCN
+30.3%
-37.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | +0.6% | +0.4% | +0.1% | +0.3% |
| 3M | -7.1% | +7.3% | -14.4% | -10.8% |
| 6M | +0.8% | -2.5% | +3.3% | +1.8% |
| YTD | +1.0% | -5.4% | +6.4% | +3.3% |
| 1Y | +4.3% | -8.5% | +12.8% | +8.8% |
| 3Y | +9.9% | +20.8% | -10.8% | -8.8% |
| All | -7.5% | +30.3% | -37.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling