+800.6%
WCN vs FIVE
+868.1%
-67.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.7% |
| 7D | -0.6% | +4.3% | -4.9% | -1.1% |
| 30D | +0.4% | +12.5% | -12.1% | -0.9% |
| 3M | +7.3% | +31.2% | -23.9% | +4.1% |
| 6M | -2.5% | +14.4% | -16.9% | -4.4% |
| YTD | -5.4% | +33.9% | -39.3% | -8.8% |
| 1Y | -8.5% | +65.1% | -73.5% | -13.9% |
| 3Y | +20.8% | +49.0% | -28.2% | +12.0% |
| 5Y | +30.0% | +30.3% | -0.3% | +20.0% |
| 10Y | +238.4% | +481.1% | -242.7% | +154.2% |
| All | +800.6% | +868.1% | -67.6% | +530.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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