+455.3%
PL vs WCN
+45.2%
+410.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.4% | +11.7% | +10.4% |
| 7D | -6.8% | +2.9% | -9.7% | -6.9% |
| 30D | -29.3% | +22.1% | -51.4% | -30.3% |
| 3M | -44.8% | +13.2% | -57.9% | -45.1% |
| 6M | -68.4% | +23.7% | -92.1% | -69.5% |
| YTD | -36.4% | +8.7% | -45.1% | -35.2% |
| 1Y | +0.7% | +15.3% | -14.6% | -0.3% |
| 3Y | +455.3% | +46.0% | +409.3% | +330.9% |
| All | +455.3% | +45.2% | +410.2% | +330.9% |
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