+6,511.9%
WCN vs DTE
+1,283.5%
+5,228.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -0.4% | +0.9% | -1.3% | -0.8% |
| 30D | -2.1% | -1.9% | -0.3% | -1.5% |
| 3M | +6.4% | -3.3% | +9.7% | +7.8% |
| 6M | -3.7% | -7.1% | +3.4% | -0.9% |
| YTD | -6.4% | +8.1% | -14.5% | -9.4% |
| 1Y | -7.9% | +5.3% | -13.2% | -10.0% |
| 3Y | +20.8% | +48.2% | -27.4% | +2.3% |
| 5Y | +29.0% | +33.2% | -4.3% | +13.2% |
| 10Y | +236.4% | +137.5% | +98.8% | +126.4% |
| All | +6,511.9% | +1,283.5% | +5,228.4% | +2,293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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