+7,705.6%
WCN vs COO
+1,213.0%
+6,492.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | +25.3% | +13.3% | +12.0% | +22.3% |
| 3M | +15.4% | -18.1% | +33.5% | +19.8% |
| 6M | +27.8% | +6.7% | +21.2% | +25.6% |
| YTD | +10.6% | -23.2% | +33.8% | +15.8% |
| 1Y | +15.8% | -12.3% | +28.1% | +18.0% |
| 3Y | +50.3% | -23.6% | +73.8% | +54.4% |
| 5Y | +46.9% | -38.7% | +85.6% | +56.2% |
| 10Y | +318.8% | +42.2% | +276.6% | +274.6% |
| All | +7,705.6% | +1,213.0% | +6,492.5% | +5,189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling