+8,398.6%
TPR vs WCN
+4,137.3%
+4,261.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.3% |
| 7D | +14.2% | +2.9% | +11.3% | +12.6% |
| 30D | +17.1% | +22.1% | -5.0% | +5.1% |
| 3M | -17.7% | +13.2% | -30.9% | -23.2% |
| 6M | -10.2% | +23.7% | -33.9% | -20.4% |
| YTD | +4.9% | +8.7% | -3.8% | -1.6% |
| 1Y | +36.1% | +15.3% | +20.8% | +23.7% |
| 3Y | +416.5% | +46.0% | +370.5% | +305.5% |
| 5Y | +254.8% | +45.9% | +208.9% | +174.9% |
| 10Y | +391.7% | +311.1% | +80.7% | +125.8% |
| All | +8,398.6% | +4,137.3% | +4,261.3% | +1,373.3% |
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