+7.8%
WBD vs WCN
+25.5%
-17.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.4% |
| 7D | -0.6% | -4.4% | +3.8% | +0.8% |
| 30D | +4.2% | -4.4% | +8.6% | +5.6% |
| 3M | +7.5% | +0.5% | +7.0% | +7.1% |
| 6M | +1.6% | -3.3% | +4.8% | +2.2% |
| YTD | -2.2% | -8.5% | +6.3% | +0.1% |
| 1Y | +124.9% | -8.9% | +133.8% | +130.1% |
| 3Y | +149.1% | +18.0% | +131.1% | +131.3% |
| 5Y | +7.8% | +25.0% | -17.2% | -6.6% |
| All | +7.8% | +25.5% | -17.6% | -6.6% |
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