+572.6%
WCN vs NWSA
+127.4%
+445.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | -0.6% | -1.9% | +1.2% | -0.2% |
| 30D | +0.4% | +4.6% | -4.1% | -0.6% |
| 3M | +7.3% | +13.2% | -5.9% | +4.2% |
| 6M | -2.5% | +27.0% | -29.5% | -8.0% |
| YTD | -5.4% | +16.8% | -22.2% | -9.1% |
| 1Y | -8.5% | +4.5% | -13.0% | -10.0% |
| 3Y | +20.8% | +46.2% | -25.4% | +8.9% |
| 5Y | +30.0% | +40.9% | -10.9% | +15.6% |
| 10Y | +238.4% | +145.1% | +93.3% | +144.5% |
| All | +572.6% | +127.4% | +445.2% | +392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling