+6,511.9%
WCN vs MDY
+1,304.2%
+5,207.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.7% |
| 7D | -0.4% | +1.0% | -1.5% | -1.0% |
| 30D | -2.1% | -3.1% | +1.0% | -0.5% |
| 3M | +6.4% | +1.8% | +4.5% | +5.1% |
| 6M | -3.7% | +10.8% | -14.5% | -9.3% |
| YTD | -6.4% | +14.4% | -20.8% | -13.4% |
| 1Y | -7.9% | +15.2% | -23.1% | -15.4% |
| 3Y | +20.8% | +51.2% | -30.4% | -5.9% |
| 5Y | +29.0% | +47.2% | -18.3% | +0.1% |
| 10Y | +236.4% | +171.1% | +65.2% | +78.7% |
| All | +6,511.9% | +1,304.2% | +5,207.7% | +1,456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling