+28.4%
PFE vs WCN
+16.8%
+11.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -0.7% | +2.6% | -3.3% | -1.2% |
| 30D | +5.3% | +25.3% | -20.0% | +1.5% |
| 3M | +10.1% | +15.2% | -5.1% | +7.4% |
| 6M | +18.0% | +26.4% | -8.4% | +13.7% |
| YTD | +25.8% | +9.9% | +15.9% | +25.3% |
| 1Y | +28.4% | +16.2% | +12.3% | +23.2% |
| All | +28.4% | +16.8% | +11.6% | +23.2% |
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