+104.3%
PBR vs WCN
+18.2%
+86.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | +4.2% | -4.4% | +8.7% | +5.2% |
| 30D | +22.7% | -4.4% | +27.2% | +23.8% |
| 3M | +21.5% | +0.5% | +21.0% | +20.9% |
| 6M | +24.0% | -3.3% | +27.3% | +24.5% |
| YTD | +88.2% | -8.5% | +96.7% | +91.3% |
| 1Y | +74.8% | -8.9% | +83.7% | +77.8% |
| All | +104.3% | +18.2% | +86.1% | +96.5% |
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