-73.3%
U vs WCN
+48.0%
-121.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | +2.6% | 0.0% | +1.3% |
| 30D | +27.6% | +23.9% | +3.6% | +13.6% |
| 3M | +15.3% | +17.4% | -2.1% | +5.6% |
| 6M | +96.4% | +28.0% | +68.4% | +69.2% |
| YTD | +19.6% | +11.6% | +8.0% | +11.8% |
| 1Y | +42.1% | +16.9% | +25.2% | +28.1% |
| 3Y | +87.5% | +51.6% | +35.9% | +22.3% |
| All | -73.3% | +48.0% | -121.2% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling