-68.3%
U vs WCN
+27.0%
-95.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +4.4% | -1.7% | +6.1% | +5.4% |
| 30D | -1.3% | -3.0% | +1.7% | +0.5% |
| 3M | +49.6% | +2.5% | +47.0% | +46.2% |
| 6M | +100.2% | -5.7% | +105.9% | +105.1% |
| YTD | -3.7% | -7.4% | +3.8% | -0.2% |
| 1Y | -6.5% | -8.6% | +2.1% | -3.2% |
| 3Y | +12.9% | +19.4% | -6.5% | -14.6% |
| 5Y | -68.3% | +27.2% | -95.5% | -79.1% |
| All | -68.3% | +27.0% | -95.3% | -79.1% |
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