+1,187.3%
VUG vs WCN
+2,926.2%
-1,738.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | +2.6% | -0.1% | +1.3% |
| 30D | -6.3% | +23.9% | -30.2% | -16.1% |
| 3M | -6.0% | +17.4% | -23.5% | -13.8% |
| 6M | -3.5% | +28.0% | -31.6% | -15.8% |
| YTD | +3.9% | +11.6% | -7.6% | -3.8% |
| 1Y | +5.1% | +16.9% | -11.8% | -5.1% |
| 3Y | +77.9% | +51.6% | +26.3% | +37.8% |
| 5Y | +62.4% | +48.0% | +14.4% | +26.4% |
| 10Y | +399.4% | +322.6% | +76.8% | +127.9% |
| All | +1,187.3% | +2,926.2% | -1,738.9% | +138.1% |
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