+934.8%
WCN vs FIVE
+822.5%
+112.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +22.1% | +17.7% | +4.4% | +20.0% |
| 3M | +13.2% | +4.0% | +9.2% | +12.5% |
| 6M | +23.7% | +2.6% | +21.1% | +22.8% |
| YTD | +8.7% | +27.6% | -18.8% | +5.3% |
| 1Y | +15.3% | +59.9% | -44.6% | +9.0% |
| 3Y | +46.0% | +35.8% | +10.2% | +36.8% |
| 5Y | +45.9% | +14.4% | +31.5% | +36.8% |
| 10Y | +311.1% | +576.1% | -265.1% | +204.9% |
| All | +934.8% | +822.5% | +112.4% | +627.9% |
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