+46.4%
WAB vs WCN
+16.4%
+30.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +5.1% | +2.6% | +2.5% | +5.2% |
| 30D | +4.0% | +23.9% | -19.9% | +4.3% |
| 3M | +0.1% | +17.4% | -17.3% | +0.7% |
| 6M | +12.8% | +28.0% | -15.2% | +12.3% |
| YTD | +40.1% | +11.6% | +28.5% | +44.0% |
| 1Y | +46.4% | +16.9% | +29.5% | +47.5% |
| All | +46.4% | +16.4% | +30.0% | +47.5% |
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