+98.3%
WCN vs ALC
+24.0%
+74.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | +0.4% | -0.1% | +0.5% | +0.4% |
| 3M | +7.3% | +5.9% | +1.4% | +5.4% |
| 6M | -2.5% | -15.9% | +13.4% | +2.0% |
| YTD | -5.4% | -10.1% | +4.7% | -3.1% |
| 1Y | -8.5% | -10.2% | +1.8% | -6.4% |
| 3Y | +20.8% | -13.6% | +34.4% | +22.4% |
| 5Y | +30.0% | -15.1% | +45.2% | +30.7% |
| All | +98.3% | +24.0% | +74.3% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling