+557.6%
PL vs WCN
+48.9%
+508.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +5.6% | +2.6% | +3.0% | +5.6% |
| 30D | -16.9% | +25.3% | -42.3% | -18.2% |
| 3M | -38.2% | +15.2% | -53.4% | -38.7% |
| 6M | -63.4% | +26.4% | -89.9% | -64.9% |
| YTD | -27.6% | +9.9% | -37.6% | -26.2% |
| 1Y | +6.6% | +16.2% | -9.6% | +5.8% |
| 3Y | +557.6% | +49.4% | +508.2% | +421.1% |
| All | +557.6% | +48.9% | +508.7% | +421.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling