+16.9%
WCN vs EFV
+88.2%
-71.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.4% | -2.0% | -2.4% | -3.8% |
| 30D | -4.4% | -0.2% | -4.3% | -4.4% |
| 3M | +0.5% | +9.1% | -8.7% | -2.6% |
| 6M | -3.3% | +11.7% | -15.0% | -7.4% |
| YTD | -8.5% | +17.0% | -25.5% | -14.5% |
| 1Y | -8.9% | +26.7% | -35.6% | -18.1% |
| All | +16.9% | +88.2% | -71.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling