+1,139.7%
PPL vs WCN
+6,839.3%
-5,699.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | +0.5% | +0.4% | 0.0% | +0.3% |
| 3M | +0.7% | +7.3% | -6.7% | -0.8% |
| 6M | -7.6% | -2.5% | -5.1% | -7.3% |
| YTD | +1.8% | -5.4% | +7.2% | +2.6% |
| 1Y | -0.8% | -8.5% | +7.7% | +0.6% |
| 3Y | +56.9% | +20.8% | +36.1% | +50.2% |
| 5Y | +39.5% | +30.0% | +9.5% | +31.3% |
| 10Y | +55.4% | +238.4% | -183.0% | +24.6% |
| All | +1,139.7% | +6,839.3% | -5,699.6% | +659.6% |
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