+493.7%
UL vs WCN
+6,839.3%
-6,345.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +0.5% | +0.4% | 0.0% | +0.4% |
| 3M | +17.6% | +7.3% | +10.3% | +16.1% |
| 6M | -5.4% | -2.5% | -2.9% | -5.1% |
| YTD | +0.7% | -5.4% | +6.1% | +1.4% |
| 1Y | -9.3% | -8.5% | -0.8% | -8.2% |
| 3Y | +24.5% | +20.8% | +3.7% | +19.9% |
| 5Y | +23.2% | +30.0% | -6.8% | +16.6% |
| 10Y | +64.5% | +238.4% | -173.9% | +34.2% |
| All | +493.7% | +6,839.3% | -6,345.6% | +254.1% |
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 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