+83.0%
PL vs WCN
+44.2%
+38.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -9.3% | -0.6% | -8.7% | -9.2% |
| 30D | -18.9% | +0.4% | -19.4% | -19.1% |
| 3M | -58.4% | +7.3% | -65.7% | -60.1% |
| 6M | -30.3% | -2.5% | -27.8% | -30.3% |
| YTD | -8.1% | -5.4% | -2.7% | -7.0% |
| 1Y | +180.5% | -8.5% | +189.0% | +188.1% |
| 3Y | +444.1% | +20.8% | +423.3% | +373.1% |
| 5Y | +83.0% | +30.0% | +53.0% | +52.9% |
| All | +83.0% | +44.2% | +38.9% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling