-10.4%
WCN vs ADVB
-88.3%
+78.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.6% | -3.8% | +3.1% | -0.6% |
| 30D | +0.4% | +17.6% | -17.1% | +0.2% |
| 3M | +7.3% | +119.1% | -111.8% | +5.5% |
| 6M | -2.5% | +103.4% | -105.9% | -4.3% |
| YTD | -5.4% | +59.8% | -65.2% | -6.9% |
| 1Y | -8.5% | +8.5% | -17.0% | -9.5% |
| All | -10.4% | -88.3% | +78.0% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling