+1,159.6%
NI vs WCN
+6,767.3%
-5,607.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.4% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | -1.7% | -2.1% | +0.5% | -1.2% |
| 3M | -8.0% | +6.4% | -14.4% | -9.3% |
| 6M | -8.6% | -3.7% | -5.0% | -8.1% |
| YTD | +2.3% | -6.4% | +8.7% | +3.3% |
| 1Y | +6.9% | -7.9% | +14.9% | +8.3% |
| 3Y | +70.6% | +20.8% | +49.8% | +63.2% |
| 5Y | +96.4% | +29.0% | +67.4% | +85.1% |
| 10Y | +136.1% | +236.4% | -100.2% | +89.6% |
| All | +1,159.6% | +6,767.3% | -5,607.7% | +695.1% |
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