+50.2%
WCN vs ALM
+901.8%
-851.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.6% |
| 7D | +0.4% | -7.2% | +7.6% | +0.4% |
| 30D | +25.3% | -26.4% | +51.7% | +25.4% |
| 3M | +15.4% | -38.6% | +54.0% | +15.5% |
| 6M | +27.8% | -61.0% | +88.8% | +28.5% |
| YTD | +10.6% | -7.4% | +17.9% | +8.9% |
| 1Y | +15.8% | +14.0% | +1.8% | +13.6% |
| All | +50.2% | +901.8% | -851.6% | +43.5% |
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