+14.4%
WCN vs DVA
+62.2%
-47.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +2.6% |
| 7D | +6.7% | +4.7% | +2.0% | +6.5% |
| 30D | +24.3% | +7.8% | +16.5% | +24.0% |
| 3M | +16.1% | -15.5% | +31.6% | +15.7% |
| 6M | +19.9% | +25.0% | -5.1% | +21.0% |
| YTD | +10.1% | +69.6% | -59.5% | +10.1% |
| 1Y | +14.4% | +60.6% | -46.2% | +15.0% |
| All | +14.4% | +62.2% | -47.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling