+1,007.5%
SPY vs WCN
+8,080.5%
-7,073.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +2.6% | 0.0% | +2.0% |
| 30D | -2.0% | +23.9% | -25.9% | -7.3% |
| 3M | -2.8% | +17.4% | -20.2% | -6.8% |
| 6M | +2.1% | +28.0% | -25.9% | -4.5% |
| YTD | +11.5% | +11.6% | -0.1% | +7.5% |
| 1Y | +13.5% | +16.9% | -3.4% | +8.1% |
| 3Y | +77.7% | +51.6% | +26.1% | +57.9% |
| 5Y | +72.6% | +48.0% | +24.6% | +53.9% |
| 10Y | +308.2% | +322.6% | -14.4% | +188.4% |
| All | +1,007.5% | +8,080.5% | -7,073.0% | +412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling