+20.0%
WM vs WCN
+16.1%
+3.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -0.5% | +1.2% | -1.6% | -1.2% |
| 30D | +13.3% | +24.6% | -11.3% | -1.4% |
| 3M | +4.4% | +14.2% | -9.8% | -4.1% |
| 6M | +10.8% | +25.7% | -14.9% | -3.5% |
| YTD | +9.1% | +9.3% | -0.2% | +2.9% |
| All | +20.0% | +16.1% | +3.9% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling