+47.8%
WCN vs IBN
+73.5%
-25.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.6% | +1.9% | +0.7% | +2.2% |
| 30D | +23.9% | +22.1% | +1.8% | +19.2% |
| 3M | +17.4% | +17.1% | +0.3% | +13.7% |
| 6M | +28.0% | +35.5% | -7.5% | +20.4% |
| YTD | +11.6% | +16.8% | -5.3% | +7.7% |
| 1Y | +16.9% | +12.4% | +4.5% | +13.7% |
| 3Y | +51.6% | +58.0% | -6.4% | +33.9% |
| All | +47.8% | +73.5% | -25.6% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling