+905.7%
WCN vs PSLV
+109.5%
+796.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.1% | -3.5% | +0.3% | -3.0% |
| 30D | -3.4% | -2.1% | -1.2% | -3.3% |
| 3M | +3.0% | -1.6% | +4.6% | +2.9% |
| 6M | -3.8% | -25.5% | +21.7% | -2.5% |
| YTD | -8.3% | -11.4% | +3.1% | -8.8% |
| 1Y | -9.7% | +48.6% | -58.3% | -13.3% |
| 3Y | +17.2% | +166.9% | -149.7% | +7.8% |
| 5Y | +25.3% | +152.4% | -127.1% | +15.1% |
| 10Y | +235.4% | +187.8% | +47.6% | +202.3% |
| All | +905.7% | +109.5% | +796.2% | +765.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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