+2,159.0%
WAB vs WCN
+6,839.3%
-4,680.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -4.4% | +0.4% | -4.9% | -4.6% |
| 3M | +7.9% | +7.3% | +0.5% | +5.2% |
| 6M | +8.7% | -2.5% | +11.2% | +8.9% |
| YTD | +33.0% | -5.4% | +38.3% | +34.1% |
| 1Y | +46.7% | -8.5% | +55.1% | +49.2% |
| 3Y | +153.0% | +20.8% | +132.2% | +134.7% |
| 5Y | +222.3% | +30.0% | +192.3% | +191.3% |
| 10Y | +291.0% | +238.4% | +52.6% | +167.1% |
| All | +2,159.0% | +6,839.3% | -4,680.4% | +871.9% |
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