+50.3%
NDAQ vs WCN
+25.5%
+24.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | -6.8% | -4.4% | -2.4% | -4.9% |
| 30D | -3.2% | -4.4% | +1.3% | -1.2% |
| 3M | +6.5% | +0.5% | +6.0% | +6.1% |
| 6M | +5.7% | -3.3% | +9.0% | +6.8% |
| YTD | -4.6% | -8.5% | +3.9% | -1.3% |
| 1Y | -1.6% | -8.9% | +7.4% | +1.8% |
| 3Y | +86.4% | +18.0% | +68.4% | +66.8% |
| 5Y | +50.3% | +25.0% | +25.3% | +28.3% |
| All | +50.3% | +25.5% | +24.9% | +28.3% |
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