+319.6%
WM vs WCN
+307.0%
+12.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | +1.2% | +2.6% | -1.5% | -0.7% |
| 30D | +13.7% | +25.3% | -11.6% | -3.9% |
| 3M | +5.2% | +15.2% | -10.0% | -5.4% |
| 6M | +11.2% | +26.4% | -15.2% | -6.6% |
| YTD | +9.4% | +9.9% | -0.5% | +1.1% |
| 1Y | +20.4% | +16.2% | +4.2% | +6.7% |
| 3Y | +44.7% | +49.4% | -4.7% | +6.0% |
| 5Y | +58.5% | +46.2% | +12.3% | +16.8% |
| All | +319.6% | +307.0% | +12.6% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling