-25.8%
TE vs WCN
+16.1%
-41.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -0.5% |
| 7D | +3.8% | +6.7% | -2.9% | +11.8% |
| 30D | -26.2% | +24.3% | -50.5% | -5.0% |
| 3M | -49.7% | +16.1% | -65.8% | -41.0% |
| 6M | -46.5% | +19.9% | -66.4% | -31.6% |
| YTD | -59.1% | +10.1% | -69.2% | -52.3% |
| 1Y | -25.8% | +14.4% | -40.2% | +1.1% |
| All | -25.8% | +16.1% | -41.9% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling