+99.6%
PSX vs WCN
-8.7%
+108.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +4.5% | -0.6% | +5.2% | +4.6% |
| 30D | +26.6% | +0.4% | +26.2% | +26.6% |
| 3M | +39.3% | +7.3% | +31.9% | +38.7% |
| 6M | +56.8% | -2.5% | +59.3% | +57.1% |
| YTD | +101.8% | -5.4% | +107.2% | +100.4% |
| 1Y | +99.6% | -8.5% | +108.1% | +97.5% |
| All | +99.6% | -8.7% | +108.4% | +97.5% |
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