+6,581.2%
WCN vs COO
+1,352.0%
+5,229.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -0.6% | -2.2% | +1.6% | -0.2% |
| 30D | +0.4% | -7.0% | +7.5% | +1.9% |
| 3M | +7.3% | +12.2% | -4.9% | +4.7% |
| 6M | -2.5% | -15.1% | +12.6% | +0.4% |
| YTD | -5.4% | -15.1% | +9.7% | -2.5% |
| 1Y | -8.5% | +2.3% | -10.8% | -9.3% |
| 3Y | +20.8% | -23.7% | +44.5% | +24.5% |
| 5Y | +30.0% | -38.9% | +68.9% | +38.6% |
| 10Y | +238.4% | +49.9% | +188.5% | +200.0% |
| All | +6,581.2% | +1,352.0% | +5,229.2% | +4,350.6% |
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 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