+4.7%
WCN vs ADVB
-97.1%
+101.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.6% |
| 7D | +0.4% | +10.5% | -10.1% | +0.4% |
| 30D | +25.3% | -56.0% | +81.3% | +25.7% |
| 3M | +15.4% | -70.1% | +85.6% | +16.1% |
| 6M | +27.8% | -53.7% | +81.5% | +27.0% |
| YTD | +10.6% | -60.3% | +70.8% | +9.6% |
| 1Y | +15.8% | -73.1% | +88.9% | +15.5% |
| All | +4.7% | -97.1% | +101.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling