+15.3%
PL vs WCN
+14.9%
+0.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.7% |
| 7D | +13.4% | +0.4% | +12.9% | +13.6% |
| 30D | -10.2% | +25.3% | -35.5% | -2.7% |
| 3M | -39.5% | +15.4% | -54.9% | -36.3% |
| 6M | -65.7% | +27.8% | -93.6% | -63.8% |
| YTD | -27.3% | +10.6% | -37.8% | -13.2% |
| All | +15.3% | +14.9% | +0.4% | +22.7% |
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