+469.1%
P vs WCN
+514.0%
-44.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.1% |
| 7D | -23.8% | +2.9% | -26.7% | -24.9% |
| 30D | -36.6% | +22.1% | -58.7% | -42.8% |
| 3M | +10.9% | +13.2% | -2.3% | +3.7% |
| 6M | +30.0% | +23.7% | +6.3% | +14.6% |
| YTD | +44.4% | +8.7% | +35.6% | +35.4% |
| 1Y | +3.9% | +15.3% | -11.4% | -6.0% |
| 3Y | +176.6% | +46.0% | +130.6% | +108.8% |
| 5Y | +249.3% | +45.9% | +203.4% | +159.6% |
| 10Y | +726.9% | +311.1% | +415.9% | +303.5% |
| All | +469.1% | +514.0% | -44.9% | +201.7% |
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