+125.1%
PM vs WCN
+30.9%
+94.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.3% | -0.4% | -0.8% | -1.2% |
| 30D | -2.6% | -2.1% | -0.4% | -1.9% |
| 3M | +5.8% | +6.4% | -0.6% | +3.9% |
| 6M | +10.6% | -3.7% | +14.2% | +11.6% |
| YTD | +17.2% | -6.4% | +23.5% | +18.9% |
| 1Y | +17.6% | -7.9% | +25.6% | +20.0% |
| 3Y | +124.3% | +20.8% | +103.5% | +115.0% |
| 5Y | +125.1% | +29.0% | +96.1% | +114.3% |
| All | +125.1% | +30.9% | +94.1% | +114.3% |
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 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