+2,739.7%
MSCI vs WCN
+1,359.7%
+1,380.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +1.5% | +1.2% | +0.3% | +0.7% |
| 30D | +14.4% | +24.6% | -10.2% | -1.5% |
| 3M | +15.2% | +14.2% | +1.0% | +5.0% |
| 6M | +11.2% | +25.7% | -14.5% | -5.4% |
| YTD | +13.9% | +9.3% | +4.7% | +5.2% |
| 1Y | +12.5% | +15.3% | -2.8% | 0.0% |
| 3Y | +32.3% | +48.6% | -16.3% | -3.8% |
| 5Y | +4.9% | +46.9% | -42.1% | -23.7% |
| 10Y | +779.7% | +298.1% | +481.6% | +225.8% |
| All | +2,739.7% | +1,359.7% | +1,380.0% | +246.7% |
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