+2,785.5%
MSCI vs WCN
+1,368.3%
+1,417.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +2.7% | +2.6% | +0.1% | +1.0% |
| 30D | +16.2% | +25.3% | -9.1% | -0.3% |
| 3M | +17.1% | +15.2% | +1.8% | +6.0% |
| 6M | +13.0% | +26.4% | -13.4% | -4.3% |
| YTD | +15.8% | +9.9% | +5.8% | +6.5% |
| 1Y | +15.5% | +16.2% | -0.7% | +2.1% |
| 3Y | +32.3% | +49.4% | -17.1% | -4.2% |
| 5Y | +8.2% | +46.2% | -38.0% | -21.0% |
| 10Y | +800.7% | +305.7% | +495.0% | +229.5% |
| All | +2,785.5% | +1,368.3% | +1,417.1% | +251.0% |
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 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