+29.0%
WCN vs COO
-39.5%
+68.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | -0.4% | -2.3% | +1.8% | 0.0% |
| 30D | -2.1% | -8.8% | +6.7% | -0.3% |
| 3M | +6.4% | +1.3% | +5.0% | +6.0% |
| 6M | -3.7% | -11.6% | +7.9% | -1.5% |
| YTD | -6.4% | -17.4% | +11.1% | -2.9% |
| 1Y | -7.9% | -1.6% | -6.3% | -8.0% |
| 3Y | +20.8% | -22.6% | +43.4% | +23.5% |
| 5Y | +29.0% | -40.3% | +69.3% | +41.6% |
| All | +29.0% | -39.5% | +68.5% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling