+8,288.2%
WCN vs IBN
+1,532.9%
+6,755.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | +0.4% | -0.3% | +0.8% | +0.5% |
| 3M | +7.3% | +17.1% | -9.8% | +4.7% |
| 6M | -2.5% | +3.4% | -5.9% | -3.2% |
| YTD | -5.4% | +2.5% | -7.9% | -6.0% |
| 1Y | -8.5% | -4.2% | -4.3% | -8.2% |
| 3Y | +20.8% | +32.4% | -11.6% | +14.6% |
| 5Y | +30.0% | +59.2% | -29.2% | +19.1% |
| 10Y | +238.4% | +345.7% | -107.3% | +154.8% |
| All | +8,288.2% | +1,532.9% | +6,755.3% | +3,955.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling