+690.8%
WCN vs ALM
+3,551.9%
-2,861.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | +2.6% | +1.2% | +1.4% | +2.6% |
| 30D | +23.9% | -19.3% | +43.3% | +23.9% |
| 3M | +17.4% | -40.6% | +58.1% | +17.4% |
| 6M | +28.0% | -57.9% | +85.9% | +28.0% |
| YTD | +11.6% | -6.7% | +18.3% | +11.5% |
| 1Y | +16.9% | +20.2% | -3.3% | +16.8% |
| 3Y | +51.6% | +879.4% | -827.8% | +51.3% |
| 5Y | +48.0% | +415.3% | -367.3% | +47.7% |
| 10Y | +322.6% | +2,100.8% | -1,778.2% | +322.0% |
| All | +690.8% | +3,551.9% | -2,861.1% | +692.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling