+39.7%
W vs WCN
+20.9%
+18.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | -4.2% | -0.6% | -3.5% | -4.1% |
| 30D | -7.6% | +0.4% | -8.0% | -7.6% |
| 3M | +37.2% | +7.3% | +29.8% | +35.3% |
| 6M | +26.3% | -2.5% | +28.8% | +27.2% |
| YTD | -1.0% | -5.4% | +4.4% | +0.5% |
| 1Y | +20.1% | -8.5% | +28.5% | +22.9% |
| All | +39.7% | +20.9% | +18.8% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling