+48.6%
WCN vs ARWR
+79.9%
-31.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.3% | +15.8% | +0.6% |
| 7D | +1.2% | -17.3% | +18.5% | +1.3% |
| 30D | +24.6% | -21.5% | +46.1% | +24.8% |
| 3M | +14.2% | -43.8% | +58.0% | +14.8% |
| 6M | +25.7% | -32.3% | +57.9% | +26.0% |
| YTD | +9.3% | -25.8% | +35.1% | +9.3% |
| 1Y | +15.3% | +25.5% | -10.2% | +14.2% |
| 3Y | +48.6% | +84.1% | -35.6% | +43.3% |
| All | +48.6% | +79.9% | -31.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling