+135.3%
PSX vs WCN
+19.5%
+115.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.8% | -1.7% | +3.6% | +2.1% |
| 30D | +21.6% | -3.0% | +24.6% | +22.1% |
| 3M | +46.5% | +2.5% | +43.9% | +45.6% |
| 6M | +62.0% | -5.7% | +67.7% | +63.3% |
| YTD | +106.3% | -7.4% | +113.8% | +108.3% |
| 1Y | +103.0% | -8.6% | +111.6% | +105.5% |
| All | +135.3% | +19.5% | +115.8% | +118.4% |
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