+221.7%
PR vs WCN
+45.6%
+176.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | -16.4% | +2.9% | -19.3% | -17.4% |
| 30D | -1.9% | +22.1% | -24.0% | -9.6% |
| 3M | +8.0% | +13.2% | -5.2% | +2.6% |
| 6M | +4.1% | +23.7% | -19.6% | -5.0% |
| YTD | +58.7% | +8.7% | +50.0% | +52.5% |
| 1Y | +75.8% | +15.3% | +60.5% | +64.3% |
| 3Y | +73.2% | +46.0% | +27.2% | +37.0% |
| All | +221.7% | +45.6% | +176.1% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling