+1,731.8%
TER vs WCN
+8,007.2%
-6,275.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | -30.8% | +25.3% | -56.1% | -36.5% |
| 3M | -29.9% | +15.4% | -45.4% | -34.1% |
| 6M | -27.5% | +27.8% | -55.3% | -35.0% |
| YTD | +37.5% | +10.6% | +26.9% | +28.7% |
| 1Y | +50.3% | +15.8% | +34.5% | +38.3% |
| 3Y | +204.9% | +50.3% | +154.6% | +151.8% |
| 5Y | +89.2% | +46.9% | +42.2% | +57.7% |
| 10Y | +1,077.0% | +318.8% | +758.2% | +598.4% |
| All | +1,731.8% | +8,007.2% | -6,275.4% | +531.9% |
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