+25.0%
WCN vs EFV
+94.1%
-69.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.4% | -2.0% | -2.4% | -3.7% |
| 30D | -4.4% | -0.2% | -4.3% | -4.4% |
| 3M | +0.5% | +9.1% | -8.7% | -2.9% |
| 6M | -3.3% | +11.7% | -15.0% | -7.7% |
| YTD | -8.5% | +17.0% | -25.5% | -14.5% |
| 1Y | -8.9% | +26.7% | -35.6% | -17.8% |
| 3Y | +18.0% | +90.2% | -72.1% | -11.3% |
| 5Y | +25.0% | +96.1% | -71.1% | -10.9% |
| All | +25.0% | +94.1% | -69.0% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling