+302.5%
PSX vs WCN
+48.0%
+254.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +7.8% | +2.6% | +5.2% | +7.4% |
| 30D | -10.9% | +23.9% | -34.8% | -13.8% |
| 3M | +14.5% | +17.4% | -2.9% | +11.8% |
| 6M | +56.1% | +28.0% | +28.1% | +49.7% |
| YTD | +109.6% | +11.6% | +98.0% | +106.0% |
| 1Y | +95.5% | +16.9% | +78.6% | +90.3% |
| 3Y | +156.2% | +51.6% | +104.6% | +131.6% |
| All | +302.5% | +48.0% | +254.6% | +274.8% |
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 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