+2,627.5%
NDAQ vs WCN
+3,470.9%
-843.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.3% | +2.6% | -1.3% | -0.3% |
| 30D | +18.0% | +23.9% | -6.0% | +3.8% |
| 3M | +11.5% | +17.4% | -5.9% | +1.1% |
| 6M | +21.1% | +28.0% | -6.9% | +3.9% |
| YTD | +12.8% | +11.6% | +1.3% | +4.3% |
| 1Y | +25.7% | +16.9% | +8.8% | +12.9% |
| 3Y | +116.8% | +51.6% | +65.2% | +63.6% |
| 5Y | +67.3% | +48.0% | +19.3% | +26.2% |
| 10Y | +473.3% | +322.6% | +150.7% | +128.6% |
| All | +2,627.5% | +3,470.9% | -843.3% | +301.4% |
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