+5,138.4%
PH vs WCN
+6,839.3%
-1,700.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.1% | -0.6% | -2.4% | -2.9% |
| 30D | -3.2% | +0.4% | -3.7% | -3.4% |
| 3M | +10.6% | +7.3% | +3.3% | +7.8% |
| 6M | -2.1% | -2.5% | +0.4% | -2.0% |
| YTD | +10.2% | -5.4% | +15.6% | +11.2% |
| 1Y | +28.2% | -8.5% | +36.7% | +30.5% |
| 3Y | +134.9% | +20.8% | +114.1% | +117.8% |
| 5Y | +253.6% | +30.0% | +223.6% | +219.4% |
| 10Y | +804.7% | +238.4% | +566.3% | +525.7% |
| All | +5,138.4% | +6,839.3% | -1,700.9% | +2,009.8% |
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