-7.9%
WCN vs ADVB
+10.9%
-18.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.0% |
| 7D | -0.4% | -14.0% | +13.5% | -0.4% |
| 30D | -2.1% | +41.0% | -43.1% | -2.4% |
| 3M | +6.4% | +127.9% | -121.5% | +4.9% |
| 6M | -3.7% | +101.3% | -105.0% | -5.0% |
| YTD | -6.4% | +53.8% | -60.1% | -7.3% |
| 1Y | -7.9% | +4.4% | -12.4% | -8.2% |
| All | -7.9% | +10.9% | -18.8% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling