+72.9%
PBR vs WCN
+16.1%
+56.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.8% | -9.7% | -7.1% |
| 7D | -11.0% | +6.7% | -17.7% | -11.4% |
| 30D | -18.8% | +24.3% | -43.1% | -20.5% |
| 3M | +7.8% | +16.1% | -8.3% | +6.4% |
| 6M | -7.6% | +19.9% | -27.5% | -9.5% |
| YTD | +72.7% | +10.1% | +62.6% | +71.1% |
| 1Y | +72.9% | +14.4% | +58.5% | +72.7% |
| All | +72.9% | +16.1% | +56.9% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling