-5.1%
WAT vs WCN
+30.9%
-36.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -1.0% | -2.1% | +1.2% | -0.2% |
| 3M | +10.9% | +6.4% | +4.5% | +8.0% |
| 6M | +33.2% | -3.7% | +36.9% | +34.5% |
| YTD | +6.1% | -6.4% | +12.4% | +8.1% |
| 1Y | +30.2% | -7.9% | +38.2% | +33.7% |
| 3Y | +52.9% | +20.8% | +32.1% | +34.1% |
| 5Y | -5.1% | +29.0% | -34.1% | -23.0% |
| All | -5.1% | +30.9% | -36.1% | -23.0% |
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