-5.4%
REGN vs WCN
+18.4%
-23.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -3.1% | -2.5% | -5.1% |
| 30D | -2.0% | -3.4% | +1.4% | -1.4% |
| 3M | +28.0% | +3.0% | +25.0% | +27.2% |
| 6M | +1.2% | -3.8% | +4.9% | +1.6% |
| YTD | +1.6% | -8.3% | +10.0% | +2.8% |
| 1Y | +38.2% | -9.7% | +48.0% | +40.1% |
| 3Y | -5.4% | +17.2% | -22.5% | -10.4% |
| All | -5.4% | +18.4% | -23.7% | -10.4% |
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