+427.1%
T vs WCN
+6,839.3%
-6,412.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.7% |
| 7D | -1.3% | -0.6% | -0.6% | -1.1% |
| 30D | +11.4% | +0.4% | +10.9% | +11.3% |
| 3M | +14.3% | +7.3% | +7.0% | +12.8% |
| 6M | -9.3% | -2.5% | -6.8% | -9.0% |
| YTD | +7.1% | -5.4% | +12.5% | +7.9% |
| 1Y | -9.1% | -8.5% | -0.6% | -7.9% |
| 3Y | +105.3% | +20.8% | +84.5% | +97.0% |
| 5Y | +66.8% | +30.0% | +36.8% | +57.0% |
| 10Y | +66.8% | +238.4% | -171.6% | +33.6% |
| All | +427.1% | +6,839.3% | -6,412.2% | +212.0% |
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 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