-22.7%
U vs WCN
+101.5%
-124.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | +2.6% | 0.0% | +1.2% |
| 30D | +27.6% | +23.9% | +3.6% | +13.2% |
| 3M | +15.3% | +17.4% | -2.1% | +5.3% |
| 6M | +96.4% | +28.0% | +68.4% | +68.5% |
| YTD | +19.6% | +11.6% | +8.0% | +11.3% |
| 1Y | +42.1% | +16.9% | +25.2% | +27.7% |
| 3Y | +87.5% | +51.6% | +35.9% | +25.4% |
| 5Y | -73.1% | +48.0% | -121.1% | -82.2% |
| All | -22.7% | +101.5% | -124.2% | -60.5% |
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