+2,360.7%
TER vs WCN
+6,839.3%
-4,478.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.6% | +5.9% |
| 7D | +0.6% | -0.6% | +1.3% | +0.8% |
| 30D | -8.3% | +0.4% | -8.7% | -8.5% |
| 3M | -12.2% | +7.3% | -19.5% | -15.5% |
| 6M | +17.1% | -2.5% | +19.6% | +15.9% |
| YTD | +84.7% | -5.4% | +90.0% | +84.3% |
| 1Y | +199.9% | -8.5% | +208.4% | +201.1% |
| 3Y | +232.8% | +20.8% | +212.0% | +199.2% |
| 5Y | +198.6% | +30.0% | +168.6% | +162.1% |
| 10Y | +1,669.7% | +238.4% | +1,431.3% | +1,039.2% |
| All | +2,360.7% | +6,839.3% | -4,478.6% | +804.7% |
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