-69.4%
PL vs WCN
+20.3%
-89.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.2% | -10.0% |
| 7D | -20.5% | +5.5% | -26.1% | -15.8% |
| 30D | -38.8% | +24.2% | -63.0% | -21.7% |
| 3M | -49.1% | +17.0% | -66.1% | -41.6% |
| 6M | -69.4% | +22.3% | -91.7% | -60.3% |
| All | -69.4% | +20.3% | -89.7% | -60.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling