+322.5%
WCN vs COO
+41.1%
+281.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +23.9% | +14.2% | +9.8% | +19.6% |
| 3M | +17.4% | -18.2% | +35.6% | +23.5% |
| 6M | +28.0% | +5.3% | +22.7% | +25.3% |
| YTD | +11.6% | -23.6% | +35.1% | +19.0% |
| 1Y | +16.9% | -12.7% | +29.5% | +20.0% |
| 3Y | +51.6% | -24.2% | +75.8% | +56.5% |
| 5Y | +48.0% | -40.0% | +88.0% | +62.4% |
| All | +322.5% | +41.1% | +281.4% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling