+6,434.5%
WCN vs DVA
+1,649.9%
+4,784.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | +2.5% | -7.7% | +10.2% | +3.3% |
| 6M | -5.7% | +20.0% | -25.7% | -8.9% |
| YTD | -7.4% | +61.1% | -68.5% | -14.7% |
| 1Y | -8.6% | +33.9% | -42.5% | -13.6% |
| 3Y | +19.4% | +91.5% | -72.1% | +5.7% |
| 5Y | +27.2% | +41.8% | -14.6% | +15.2% |
| 10Y | +238.5% | +187.5% | +51.0% | +169.6% |
| All | +6,434.5% | +1,649.9% | +4,784.6% | +2,964.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling