+570.8%
WCN vs ALM
+7,705.7%
-7,135.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.2% |
| 7D | -0.6% | -2.6% | +2.0% | -0.6% |
| 30D | +0.4% | +32.0% | -31.6% | +0.4% |
| 3M | +7.3% | -15.0% | +22.4% | +7.3% |
| 6M | -2.5% | -10.1% | +7.6% | -2.5% |
| YTD | -5.4% | +99.4% | -104.8% | -5.4% |
| 1Y | -8.5% | +316.4% | -324.8% | -8.6% |
| 3Y | +20.8% | +2,022.0% | -2,001.2% | +20.6% |
| 5Y | +30.0% | +941.2% | -911.2% | +29.8% |
| 10Y | +238.4% | +2,950.3% | -2,711.9% | +237.8% |
| All | +570.8% | +7,705.7% | -7,135.0% | +572.1% |
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