+2,723.3%
WAT vs WCN
+6,839.3%
-4,116.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.3% | -0.6% | -0.6% | -1.1% |
| 30D | +2.3% | +0.4% | +1.9% | +2.2% |
| 3M | +8.7% | +7.3% | +1.4% | +6.8% |
| 6M | +28.3% | -2.5% | +30.8% | +28.4% |
| YTD | +7.8% | -5.4% | +13.2% | +8.4% |
| 1Y | +36.6% | -8.5% | +45.1% | +38.4% |
| 3Y | +45.7% | +20.8% | +24.9% | +37.8% |
| 5Y | -3.3% | +30.0% | -33.3% | -10.2% |
| 10Y | +162.1% | +238.4% | -76.3% | +100.2% |
| All | +2,723.3% | +6,839.3% | -4,116.0% | +1,528.4% |
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 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