+827.7%
WFC vs WCN
+8,080.5%
-7,252.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +2.6% | -0.1% | +1.8% |
| 30D | +7.0% | +23.9% | -16.9% | +0.5% |
| 3M | -1.8% | +17.4% | -19.2% | -6.4% |
| 6M | +18.4% | +28.0% | -9.6% | +9.8% |
| YTD | -5.6% | +11.6% | -17.1% | -9.3% |
| 1Y | +3.9% | +16.9% | -13.0% | -1.5% |
| 3Y | +126.3% | +51.6% | +74.7% | +97.8% |
| 5Y | +91.1% | +48.0% | +43.1% | +67.1% |
| 10Y | +118.5% | +322.6% | -204.0% | +46.3% |
| All | +827.7% | +8,080.5% | -7,252.8% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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