+15.5%
WCN vs ADVB
-74.4%
+89.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.5% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | +24.6% | -61.4% | +86.0% | +24.4% |
| 3M | +14.2% | -67.8% | +82.0% | +14.0% |
| 6M | +25.7% | -66.9% | +92.6% | +25.7% |
| YTD | +9.3% | -64.9% | +74.2% | +8.7% |
| All | +15.5% | -74.4% | +89.9% | +15.3% |
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