+143.2%
PM vs WCN
+47.6%
+95.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -7.3% | +1.2% | -8.5% | -7.7% |
| 30D | -4.0% | +24.6% | -28.6% | -11.3% |
| 3M | +2.7% | +14.2% | -11.5% | -2.0% |
| 6M | +14.9% | +25.7% | -10.8% | +6.0% |
| YTD | +23.5% | +9.3% | +14.2% | +19.2% |
| 1Y | +30.4% | +15.3% | +15.0% | +23.1% |
| 3Y | +143.2% | +48.6% | +94.6% | +127.4% |
| All | +143.2% | +47.6% | +95.6% | +127.4% |
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