+24.0%
NDAQ vs WCN
+15.9%
+8.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | +16.2% | +26.4% | -10.2% | +7.3% |
| 3M | +14.0% | +17.5% | -3.6% | +7.6% |
| 6M | +22.3% | +28.7% | -6.5% | +12.3% |
| YTD | +13.0% | +11.5% | +1.5% | +7.5% |
| 1Y | +24.0% | +15.9% | +8.1% | +17.2% |
| All | +24.0% | +15.9% | +8.1% | +17.2% |
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