+16.7%
S vs WCN
+22.4%
-5.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -7.7% | -0.6% | -7.1% | -7.5% |
| 30D | -5.3% | +0.4% | -5.8% | -5.5% |
| 3M | +20.3% | +7.3% | +12.9% | +17.1% |
| 6M | +47.4% | -2.5% | +49.9% | +48.3% |
| YTD | +32.5% | -5.4% | +37.9% | +34.5% |
| 1Y | +9.5% | -8.5% | +18.0% | +12.6% |
| All | +16.7% | +22.4% | -5.7% | +9.0% |
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