+296.4%
WBD vs WCN
+1,582.3%
-1,285.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | 0.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | +5.0% | -2.1% | +7.1% | +6.0% |
| 3M | +6.2% | +6.4% | -0.1% | +2.7% |
| 6M | +0.6% | -3.7% | +4.3% | +1.4% |
| YTD | -2.4% | -6.4% | +3.9% | -0.8% |
| 1Y | +127.7% | -7.9% | +135.6% | +132.7% |
| 3Y | +148.4% | +20.8% | +127.6% | +120.1% |
| 5Y | +4.2% | +29.0% | -24.8% | -12.4% |
| 10Y | +10.8% | +236.4% | -225.6% | -45.8% |
| All | +296.4% | +1,582.3% | -1,285.9% | -21.6% |
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 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