+46.5%
WM vs WCN
+50.7%
-4.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +0.8% |
| 7D | +0.8% | +0.4% | +0.3% | +0.5% |
| 30D | +13.8% | +25.3% | -11.5% | -2.8% |
| 3M | +6.4% | +15.4% | -9.1% | -3.8% |
| 6M | +13.2% | +27.8% | -14.6% | -4.5% |
| YTD | +10.8% | +10.6% | +0.2% | +2.8% |
| 1Y | +20.2% | +15.8% | +4.4% | +7.7% |
| All | +46.5% | +50.7% | -4.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling