+85.8%
WAT vs WCN
+48.9%
+36.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +3.4% | +2.6% | +0.8% | +3.0% |
| 30D | +9.6% | +25.3% | -15.7% | +4.8% |
| 3M | +15.5% | +15.2% | +0.3% | +12.3% |
| 6M | +33.9% | +26.4% | +7.5% | +27.3% |
| YTD | +25.2% | +9.9% | +15.3% | +23.9% |
| 1Y | +26.3% | +16.2% | +10.1% | +22.2% |
| 3Y | +85.8% | +49.4% | +36.4% | +65.9% |
| All | +85.8% | +48.9% | +36.9% | +65.9% |
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 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