+2,304.5%
O vs WCN
+8,080.5%
-5,776.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -0.4% | +2.6% | -3.0% | -1.0% |
| 30D | +7.1% | +23.9% | -16.8% | +1.3% |
| 3M | -5.2% | +17.4% | -22.7% | -9.2% |
| 6M | -1.8% | +28.0% | -29.8% | -8.0% |
| YTD | +9.1% | +11.6% | -2.5% | +5.4% |
| 1Y | +9.7% | +16.9% | -7.2% | +4.7% |
| 3Y | +39.1% | +51.6% | -12.5% | +23.8% |
| 5Y | +8.4% | +48.0% | -39.6% | -3.4% |
| 10Y | +80.2% | +322.6% | -242.4% | +27.3% |
| All | +2,304.5% | +8,080.5% | -5,776.0% | +1,120.2% |
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