+821.1%
PM vs WCN
+1,598.1%
-777.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 3M | +2.7% | +14.2% | -11.5% | -2.4% |
| 6M | +14.9% | +25.7% | -10.8% | +5.3% |
| YTD | +23.5% | +9.3% | +14.2% | +18.5% |
| 1Y | +30.4% | +15.3% | +15.0% | +22.7% |
| 3Y | +143.2% | +48.6% | +94.6% | +107.6% |
| 5Y | +159.5% | +46.9% | +112.5% | +119.5% |
| 10Y | +234.7% | +298.1% | -63.5% | +95.6% |
| All | +821.1% | +1,598.1% | -777.1% | +233.9% |
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