+72.6%
SPY vs WCN
+48.0%
+24.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +2.6% | 0.0% | +1.9% |
| 30D | -2.0% | +23.9% | -25.9% | -8.3% |
| 3M | -2.8% | +17.4% | -20.2% | -7.5% |
| 6M | +2.1% | +28.0% | -25.9% | -6.1% |
| YTD | +11.5% | +11.6% | -0.1% | +7.4% |
| 1Y | +13.5% | +16.9% | -3.4% | +7.1% |
| 3Y | +77.7% | +51.6% | +26.1% | +44.9% |
| All | +72.6% | +48.0% | +24.6% | +38.7% |
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