+238.6%
P vs WCN
+45.6%
+193.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.7% |
| 7D | -23.8% | +2.9% | -26.7% | -24.1% |
| 30D | -36.6% | +22.1% | -58.7% | -39.1% |
| 3M | +10.9% | +13.2% | -2.3% | +8.5% |
| 6M | +30.0% | +23.7% | +6.3% | +22.7% |
| YTD | +44.4% | +8.7% | +35.6% | +42.7% |
| 1Y | +3.9% | +15.3% | -11.4% | 0.0% |
| 3Y | +176.6% | +46.0% | +130.6% | +123.6% |
| All | +238.6% | +45.6% | +193.0% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling