+21.1%
PL vs WCN
+45.6%
-24.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.4% | +11.7% | +10.7% |
| 7D | -6.8% | +2.9% | -9.7% | -7.7% |
| 30D | -29.3% | +22.1% | -51.4% | -33.8% |
| 3M | -44.8% | +13.2% | -57.9% | -47.0% |
| 6M | -68.4% | +23.7% | -92.1% | -71.2% |
| YTD | -36.4% | +8.7% | -45.1% | -38.4% |
| 1Y | +0.7% | +15.3% | -14.6% | -5.7% |
| 3Y | +455.3% | +46.0% | +409.3% | +340.5% |
| All | +21.1% | +45.6% | -24.5% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling