+46.9%
WCN vs COO
-40.8%
+87.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | 0.0% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | +24.6% | +17.6% | +7.0% | +20.6% |
| 3M | +14.2% | -13.9% | +28.1% | +17.2% |
| 6M | +25.7% | +6.6% | +19.1% | +23.5% |
| YTD | +9.3% | -22.0% | +31.3% | +14.1% |
| 1Y | +15.3% | -8.8% | +24.1% | +16.7% |
| 3Y | +48.6% | -21.5% | +70.1% | +50.1% |
| 5Y | +46.9% | -41.0% | +87.9% | +56.3% |
| All | +46.9% | -40.8% | +87.7% | +56.3% |
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