+1,660.4%
WCN vs EFV
+256.4%
+1,404.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.7% |
| 7D | -0.4% | +1.0% | -1.4% | -0.9% |
| 30D | -2.1% | +0.2% | -2.3% | -2.2% |
| 3M | +6.4% | +9.6% | -3.2% | +1.6% |
| 6M | -3.7% | +14.0% | -17.7% | -10.1% |
| YTD | -6.4% | +18.5% | -24.8% | -14.3% |
| 1Y | -7.9% | +27.9% | -35.8% | -18.9% |
| 3Y | +20.8% | +92.4% | -71.6% | -13.4% |
| 5Y | +29.0% | +97.2% | -68.2% | -9.6% |
| 10Y | +236.4% | +163.0% | +73.3% | +100.8% |
| All | +1,660.4% | +256.4% | +1,404.0% | +757.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling