+2,652.0%
WCN vs BG
+1,181.2%
+1,470.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -1.7% | +0.5% | -2.3% | -1.8% |
| 30D | -3.0% | +10.3% | -13.3% | -4.7% |
| 3M | +2.5% | -1.9% | +4.4% | +2.6% |
| 6M | -5.7% | +5.2% | -10.9% | -7.0% |
| YTD | -7.4% | +41.2% | -48.6% | -13.2% |
| 1Y | -8.6% | +50.5% | -59.1% | -15.5% |
| 3Y | +19.4% | +19.9% | -0.5% | +13.4% |
| 5Y | +27.2% | +86.7% | -59.5% | +10.0% |
| 10Y | +238.5% | +167.5% | +71.0% | +162.3% |
| All | +2,652.0% | +1,181.2% | +1,470.8% | +1,634.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling