+1,641.2%
PBR vs WCN
+4,566.0%
-2,924.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +0.3% | -1.7% | +2.1% | +1.1% |
| 30D | +17.5% | -3.0% | +20.5% | +19.1% |
| 3M | +20.9% | +2.5% | +18.4% | +18.8% |
| 6M | +20.2% | -5.7% | +25.9% | +22.5% |
| YTD | +84.3% | -7.4% | +91.7% | +88.9% |
| 1Y | +77.1% | -8.6% | +85.7% | +82.0% |
| 3Y | +100.8% | +19.4% | +81.4% | +78.9% |
| 5Y | +556.1% | +27.2% | +528.9% | +456.3% |
| 10Y | +676.1% | +238.5% | +437.5% | +321.3% |
| All | +1,641.2% | +4,566.0% | -2,924.9% | +397.3% |
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