+25.0%
WCN vs ALM
+856.4%
-831.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | -1.1% |
| 7D | -4.4% | -7.1% | +2.7% | -4.4% |
| 30D | -4.4% | +24.7% | -29.1% | -4.6% |
| 3M | +0.5% | +8.3% | -7.8% | +0.4% |
| 6M | -3.3% | -22.2% | +18.9% | -3.1% |
| YTD | -8.5% | +88.1% | -96.6% | -9.8% |
| 1Y | -8.9% | +272.4% | -281.3% | -11.5% |
| 3Y | +18.0% | +2,004.1% | -1,986.1% | +11.5% |
| 5Y | +25.0% | +915.8% | -890.7% | +17.9% |
| All | +25.0% | +856.4% | -831.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling