+155.4%
P vs WCN
+22.4%
+133.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.3% |
| 7D | +6.5% | -0.6% | +7.2% | +6.5% |
| 30D | +18.8% | +0.4% | +18.4% | +18.9% |
| 3M | +26.7% | +7.3% | +19.4% | +26.4% |
| 6M | +62.2% | -2.5% | +64.7% | +63.5% |
| YTD | +48.5% | -5.4% | +53.9% | +50.1% |
| 1Y | +26.4% | -8.5% | +34.9% | +28.6% |
| All | +155.4% | +22.4% | +133.0% | +153.9% |
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