+25.0%
WCN vs MDY
+43.9%
-18.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -4.4% | -2.5% | -1.9% | -3.6% |
| 30D | -4.4% | -5.0% | +0.6% | -2.8% |
| 3M | +0.5% | +0.5% | 0.0% | +0.1% |
| 6M | -3.3% | +8.0% | -11.3% | -6.3% |
| YTD | -8.5% | +12.2% | -20.6% | -12.6% |
| 1Y | -8.9% | +14.0% | -22.9% | -13.6% |
| 3Y | +18.0% | +48.2% | -30.1% | -1.3% |
| 5Y | +25.0% | +46.1% | -21.0% | +2.8% |
| All | +25.0% | +43.9% | -18.9% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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