+1,749.4%
WCN vs MKTX
+1,445.1%
+304.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -3.0% | +1.0% | -3.9% | -3.1% |
| 3M | +2.5% | +40.8% | -38.3% | -4.5% |
| 6M | -5.7% | -10.9% | +5.2% | -4.7% |
| YTD | -7.4% | -8.6% | +1.1% | -6.9% |
| 1Y | -8.6% | -11.6% | +2.9% | -7.7% |
| 3Y | +19.4% | -24.5% | +43.9% | +21.5% |
| 5Y | +27.2% | -60.7% | +87.9% | +43.1% |
| 10Y | +238.5% | +5.1% | +233.4% | +208.0% |
| All | +1,749.4% | +1,445.1% | +304.3% | +793.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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