+81.7%
SPY vs WCN
+27.0%
+54.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | -1.7% | +1.4% | +0.2% |
| 30D | -1.4% | -3.0% | +1.6% | -0.4% |
| 3M | +3.7% | +2.5% | +1.2% | +2.4% |
| 6M | +13.0% | -5.7% | +18.7% | +14.8% |
| YTD | +12.4% | -7.4% | +19.8% | +14.7% |
| 1Y | +18.5% | -8.6% | +27.2% | +21.4% |
| 3Y | +77.6% | +19.4% | +58.2% | +57.9% |
| 5Y | +81.7% | +27.2% | +54.5% | +51.9% |
| All | +81.7% | +27.0% | +54.6% | +51.9% |
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