+70.9%
NDAQ vs WCN
+46.9%
+24.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +16.3% | +25.3% | -9.0% | +5.2% |
| 3M | +15.8% | +15.4% | +0.4% | +8.5% |
| 6M | +24.8% | +27.8% | -3.0% | +11.5% |
| YTD | +14.1% | +10.6% | +3.5% | +8.4% |
| 1Y | +26.5% | +15.8% | +10.7% | +17.5% |
| 3Y | +119.1% | +50.3% | +68.9% | +75.5% |
| 5Y | +70.9% | +46.9% | +24.0% | +36.9% |
| All | +70.9% | +46.9% | +24.0% | +36.9% |
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