+53.8%
S vs WCN
+47.6%
+6.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +7.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | -10.5% | +24.6% | -35.1% | -16.0% |
| 3M | +9.9% | +14.2% | -4.3% | +5.9% |
| 6M | +41.8% | +25.7% | +16.1% | +31.5% |
| YTD | +56.8% | +9.3% | +47.5% | +53.2% |
| 1Y | +39.0% | +15.3% | +23.7% | +32.5% |
| 3Y | +53.8% | +48.6% | +5.2% | +29.5% |
| All | +53.8% | +47.6% | +6.3% | +29.5% |
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 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