+20.8%
WCN vs ALM
+2,327.9%
-2,307.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.9% | -1.1% |
| 7D | -0.4% | +8.4% | -8.9% | -0.5% |
| 30D | -2.1% | +34.8% | -37.0% | -2.2% |
| 3M | +6.4% | +16.2% | -9.9% | +6.4% |
| 6M | -3.7% | +2.1% | -5.8% | -3.8% |
| YTD | -6.4% | +117.0% | -123.4% | -7.7% |
| 1Y | -7.9% | +313.9% | -321.8% | -10.4% |
| 3Y | +20.8% | +2,327.9% | -2,307.1% | +16.4% |
| All | +20.8% | +2,327.9% | -2,307.1% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling