+84.9%
PR vs WCN
+48.9%
+36.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -9.5% | +2.6% | -12.1% | -9.9% |
| 30D | -5.7% | +25.3% | -31.0% | -10.0% |
| 3M | +3.0% | +15.2% | -12.2% | +0.2% |
| 6M | +11.8% | +26.4% | -14.6% | +6.3% |
| YTD | +58.5% | +9.9% | +48.6% | +55.3% |
| 1Y | +69.9% | +16.2% | +53.7% | +64.3% |
| 3Y | +84.9% | +49.4% | +35.5% | +70.8% |
| All | +84.9% | +48.9% | +36.0% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling