+45.4%
WCN vs AMBA
-70.4%
+115.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -1.5% |
| 7D | +2.9% | -7.2% | +10.2% | +3.1% |
| 30D | +22.1% | -10.4% | +32.5% | +22.4% |
| 3M | +13.2% | -30.1% | +43.3% | +14.3% |
| 6M | +23.7% | -22.4% | +46.1% | +23.7% |
| YTD | +8.7% | -17.3% | +26.1% | +8.1% |
| 1Y | +15.3% | -35.4% | +50.7% | +16.0% |
| 3Y | +46.0% | +18.6% | +27.4% | +37.2% |
| All | +45.4% | -70.4% | +115.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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