+604.9%
PG vs WCN
+6,610.8%
-6,005.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.4% |
| 7D | -2.7% | -4.4% | +1.7% | -2.0% |
| 30D | -1.5% | -4.4% | +2.9% | -0.8% |
| 3M | -3.4% | +0.5% | -3.8% | -3.5% |
| 6M | -7.0% | -3.3% | -3.7% | -6.6% |
| YTD | +2.0% | -8.5% | +10.5% | +3.2% |
| 1Y | -6.5% | -8.9% | +2.5% | -5.3% |
| 3Y | +1.2% | +18.0% | -16.9% | -1.9% |
| 5Y | +12.8% | +25.0% | -12.3% | +8.1% |
| 10Y | +117.7% | +234.7% | -117.0% | +83.3% |
| All | +604.9% | +6,610.8% | -6,005.8% | +343.6% |
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