+974.7%
WCN vs AMBA
+772.6%
+202.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -1.7% |
| 7D | +2.9% | -7.2% | +10.2% | +3.3% |
| 30D | +22.1% | -10.4% | +32.5% | +22.7% |
| 3M | +13.2% | -30.1% | +43.3% | +15.2% |
| 6M | +23.7% | -22.4% | +46.1% | +23.8% |
| YTD | +8.7% | -17.3% | +26.1% | +8.0% |
| 1Y | +15.3% | -35.4% | +50.7% | +16.2% |
| 3Y | +46.0% | +18.6% | +27.4% | +37.1% |
| 5Y | +45.9% | -69.8% | +115.7% | +46.8% |
| 10Y | +311.1% | +1.1% | +310.0% | +257.8% |
| All | +974.7% | +772.6% | +202.1% | +732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling