+1,142.5%
TGT vs WCN
+6,767.3%
-5,624.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +9.5% | -2.1% | +11.7% | +10.2% |
| 3M | +32.3% | +6.4% | +25.9% | +30.2% |
| 6M | +37.0% | -3.7% | +40.7% | +37.9% |
| YTD | +71.0% | -6.4% | +77.4% | +73.1% |
| 1Y | +85.0% | -7.9% | +93.0% | +87.9% |
| 3Y | +46.8% | +20.8% | +26.0% | +38.1% |
| 5Y | -22.7% | +29.0% | -51.7% | -28.5% |
| 10Y | +216.3% | +236.4% | -20.1% | +132.9% |
| All | +1,142.5% | +6,767.3% | -5,624.9% | +465.9% |
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