+1,278.8%
WCN vs BR
+1,281.7%
-2.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -1.7% | -5.0% | +3.3% | 0.0% |
| 30D | -3.0% | -2.5% | -0.5% | -2.2% |
| 3M | +2.5% | +13.5% | -10.9% | -2.3% |
| 6M | -5.7% | -9.4% | +3.7% | -3.1% |
| YTD | -7.4% | -23.3% | +15.8% | +0.4% |
| 1Y | -8.6% | -31.6% | +23.0% | +3.3% |
| 3Y | +19.4% | -5.1% | +24.5% | +19.1% |
| 5Y | +27.2% | +8.2% | +19.0% | +19.3% |
| 10Y | +238.5% | +189.8% | +48.7% | +121.6% |
| All | +1,278.8% | +1,281.7% | -2.8% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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