+51.6%
WCN vs EXEL
+230.5%
-178.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +23.9% | +13.1% | +10.8% | +23.3% |
| 3M | +17.4% | +36.3% | -18.9% | +16.1% |
| 6M | +28.0% | +34.5% | -6.5% | +26.5% |
| YTD | +11.6% | +57.4% | -45.9% | +9.5% |
| 1Y | +16.9% | +62.9% | -46.1% | +14.6% |
| 3Y | +51.6% | +229.5% | -177.9% | +35.7% |
| All | +51.6% | +230.5% | -178.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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