+29.0%
WCN vs ALC
-15.6%
+44.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.5% |
| 7D | -0.4% | -3.7% | +3.2% | +0.5% |
| 30D | -2.1% | -3.7% | +1.6% | -1.2% |
| 3M | +6.4% | +4.6% | +1.8% | +5.0% |
| 6M | -3.7% | -14.6% | +10.9% | -0.3% |
| YTD | -6.4% | -11.9% | +5.5% | -4.0% |
| 1Y | -7.9% | -13.1% | +5.2% | -5.4% |
| 3Y | +20.8% | -15.0% | +35.8% | +22.7% |
| 5Y | +29.0% | -16.2% | +45.2% | +29.2% |
| All | +29.0% | -15.6% | +44.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling