+16.2%
W vs WCN
-8.7%
+24.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.1% |
| 7D | +5.9% | -1.7% | +7.6% | +5.8% |
| 30D | -3.0% | -3.0% | -0.1% | -3.2% |
| 3M | +40.3% | +2.5% | +37.8% | +40.0% |
| 6M | +32.2% | -5.7% | +37.9% | +34.5% |
| YTD | -0.3% | -7.4% | +7.2% | +3.1% |
| 1Y | +16.2% | -8.6% | +24.8% | +26.5% |
| All | +16.2% | -8.7% | +24.9% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling