+75.8%
PR vs WCN
+14.2%
+61.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | -16.4% | +2.9% | -19.3% | -16.7% |
| 30D | -1.9% | +22.1% | -24.0% | -5.3% |
| 3M | +8.0% | +13.2% | -5.2% | +6.3% |
| 6M | +4.1% | +23.7% | -19.6% | +0.2% |
| YTD | +58.7% | +8.7% | +50.0% | +57.6% |
| 1Y | +75.8% | +15.3% | +60.5% | +71.8% |
| All | +75.8% | +14.2% | +61.6% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling