+17.2%
WCN vs BG
+18.0%
-0.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -3.1% | +3.1% | -6.2% | -3.2% |
| 30D | -3.4% | +10.2% | -13.6% | -3.7% |
| 3M | +3.0% | -1.7% | +4.6% | +3.0% |
| 6M | -3.8% | +1.0% | -4.7% | -3.8% |
| YTD | -8.3% | +39.9% | -48.2% | -9.5% |
| 1Y | -9.7% | +53.2% | -63.0% | -11.1% |
| 3Y | +17.2% | +16.3% | +0.9% | +17.0% |
| All | +17.2% | +18.0% | -0.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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