+1,595.5%
TER vs WCN
+7,914.0%
-6,318.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.6% |
| 7D | -5.8% | +1.2% | -6.9% | -6.2% |
| 30D | -38.9% | +24.6% | -63.5% | -43.9% |
| 3M | -35.1% | +14.2% | -49.3% | -38.8% |
| 6M | -31.6% | +25.7% | -57.3% | -38.4% |
| YTD | +27.2% | +9.3% | +18.0% | +19.6% |
| 1Y | +35.2% | +15.3% | +19.9% | +24.6% |
| 3Y | +192.8% | +48.6% | +144.2% | +142.7% |
| 5Y | +72.4% | +46.9% | +25.5% | +43.6% |
| 10Y | +1,001.8% | +298.1% | +703.7% | +564.2% |
| All | +1,595.5% | +7,914.0% | -6,318.5% | +487.0% |
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