-62.1%
W vs WCN
+30.9%
-93.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.1% |
| 7D | +6.5% | -0.4% | +6.9% | +6.7% |
| 30D | -6.2% | -2.1% | -4.1% | -5.1% |
| 3M | +48.9% | +6.4% | +42.5% | +42.1% |
| 6M | +31.2% | -3.7% | +34.9% | +32.5% |
| YTD | -0.4% | -6.4% | +5.9% | +2.0% |
| 1Y | +14.8% | -7.9% | +22.8% | +18.9% |
| 3Y | +40.5% | +20.8% | +19.7% | +1.1% |
| 5Y | -62.1% | +29.0% | -91.1% | -75.4% |
| All | -62.1% | +30.9% | -93.1% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling