+18.3%
WCN vs NWSA
+44.1%
-25.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -1.7% | -3.1% | +1.3% | -1.1% |
| 30D | -3.0% | +4.3% | -7.3% | -3.8% |
| 3M | +2.5% | +9.2% | -6.7% | +0.6% |
| 6M | -5.7% | +21.6% | -27.3% | -9.6% |
| YTD | -7.4% | +14.2% | -21.7% | -10.4% |
| 1Y | -8.6% | +1.8% | -10.4% | -9.6% |
| All | +18.3% | +44.1% | -25.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling