+43.2%
TER vs WCN
+16.1%
+27.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.8% | -9.6% | -4.4% |
| 7D | -19.9% | +6.7% | -26.6% | -14.8% |
| 30D | -43.5% | +24.3% | -67.8% | -31.2% |
| 3M | -37.8% | +16.1% | -53.9% | -27.8% |
| 6M | -25.6% | +19.9% | -45.5% | -11.1% |
| YTD | +29.8% | +10.1% | +19.7% | +57.2% |
| 1Y | +43.2% | +14.4% | +28.8% | +75.8% |
| All | +43.2% | +16.1% | +27.1% | +75.8% |
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