+864.2%
WFC vs WCN
+6,839.3%
-5,975.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | +1.5% | +0.4% | +1.0% | +1.3% |
| 3M | +10.9% | +7.3% | +3.5% | +8.4% |
| 6M | +8.4% | -2.5% | +10.9% | +8.6% |
| YTD | -1.9% | -5.4% | +3.5% | -1.0% |
| 1Y | +12.3% | -8.5% | +20.8% | +14.3% |
| 3Y | +132.3% | +20.8% | +111.5% | +116.8% |
| 5Y | +130.1% | +30.0% | +100.1% | +108.9% |
| 10Y | +134.4% | +238.4% | -104.0% | +66.9% |
| All | +864.2% | +6,839.3% | -5,975.1% | +344.8% |
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