+318.8%
WCN vs ALM
+2,084.7%
-1,766.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.6% |
| 7D | +0.4% | -7.2% | +7.6% | +0.5% |
| 30D | +25.3% | -26.4% | +51.7% | +25.6% |
| 3M | +15.4% | -38.6% | +54.0% | +15.8% |
| 6M | +27.8% | -61.0% | +88.8% | +28.8% |
| YTD | +10.6% | -7.4% | +17.9% | +9.7% |
| 1Y | +15.8% | +14.0% | +1.8% | +14.6% |
| 3Y | +50.3% | +844.4% | -794.2% | +43.4% |
| 5Y | +46.9% | +410.8% | -363.9% | +40.6% |
| 10Y | +318.8% | +2,084.7% | -1,766.0% | +299.4% |
| All | +318.8% | +2,084.7% | -1,766.0% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling