+67.9%
NI vs WCN
+18.2%
+49.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -0.6% | -4.4% | +3.8% | +0.9% |
| 30D | -1.4% | -4.4% | +3.0% | 0.0% |
| 3M | -10.6% | +0.5% | -11.0% | -10.9% |
| 6M | -9.9% | -3.3% | -6.6% | -9.2% |
| YTD | +1.2% | -8.5% | +9.7% | +3.7% |
| 1Y | +4.4% | -8.9% | +13.3% | +7.2% |
| All | +67.9% | +18.2% | +49.7% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling