+147.8%
PR vs WCN
+387.4%
-239.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -16.5% | +5.5% | -22.1% | -17.7% |
| 30D | -4.5% | +24.2% | -28.7% | -10.0% |
| 3M | +8.5% | +17.0% | -8.5% | +3.9% |
| 6M | -3.3% | +22.3% | -25.7% | -8.7% |
| YTD | +55.7% | +10.2% | +45.5% | +50.8% |
| 1Y | +82.0% | +16.5% | +65.6% | +73.7% |
| 3Y | +62.5% | +47.1% | +15.3% | +44.4% |
| 5Y | +223.9% | +47.9% | +176.0% | +187.0% |
| 10Y | +64.2% | +316.7% | -252.5% | +30.9% |
| All | +147.8% | +387.4% | -239.6% | +96.0% |
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