+19.7%
WCN vs IBN
+28.0%
-8.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -0.4% | -2.2% | +1.7% | -0.2% |
| 30D | -2.1% | -2.3% | +0.2% | -1.9% |
| 3M | +6.4% | +15.9% | -9.5% | +4.4% |
| 6M | -3.7% | +5.6% | -9.3% | -4.5% |
| YTD | -6.4% | -0.1% | -6.3% | -6.6% |
| 1Y | -7.9% | -6.5% | -1.4% | -7.3% |
| All | +19.7% | +28.0% | -8.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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