+836.5%
PM vs WCN
+1,617.9%
-781.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | -2.8% | +25.3% | -28.1% | -10.7% |
| 3M | +6.3% | +15.4% | -9.1% | +0.6% |
| 6M | +9.6% | +27.8% | -18.2% | -0.1% |
| YTD | +25.6% | +10.6% | +15.0% | +20.0% |
| 1Y | +29.7% | +15.8% | +13.9% | +21.8% |
| 3Y | +147.6% | +50.3% | +97.3% | +110.5% |
| 5Y | +160.1% | +46.9% | +113.2% | +120.1% |
| 10Y | +260.9% | +318.8% | -57.9% | +107.3% |
| All | +836.5% | +1,617.9% | -781.4% | +238.1% |
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