+26.1%
WCN vs NTRS
+93.2%
-67.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -3.4% | -0.7% | -2.7% | -3.3% |
| 3M | +3.0% | +11.3% | -8.4% | +1.3% |
| 6M | -3.8% | +35.5% | -39.3% | -8.3% |
| YTD | -8.3% | +40.6% | -48.9% | -13.2% |
| 1Y | -9.7% | +49.2% | -59.0% | -15.5% |
| 3Y | +17.2% | +167.2% | -150.1% | -2.0% |
| All | +26.1% | +93.2% | -67.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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