+21.0%
PL vs WCN
+16.4%
+4.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +10.0% | +2.6% | +7.4% | +11.2% |
| 30D | -2.3% | +23.9% | -26.2% | +5.8% |
| 3M | -44.2% | +17.4% | -61.6% | -40.8% |
| 6M | -66.1% | +28.0% | -94.1% | -63.8% |
| YTD | -30.0% | +11.6% | -41.5% | -16.3% |
| 1Y | +21.0% | +16.9% | +4.2% | +27.3% |
| All | +21.0% | +16.4% | +4.6% | +27.3% |
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 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