+135.9%
WMT vs WCN
+24.9%
+111.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | -7.4% | -3.4% | -4.0% | -6.4% |
| 3M | -10.9% | +3.0% | -13.8% | -11.7% |
| 6M | -12.7% | -3.8% | -8.9% | -11.8% |
| YTD | -3.2% | -8.3% | +5.1% | -1.0% |
| 1Y | +5.3% | -9.7% | +15.0% | +8.1% |
| 3Y | +101.9% | +17.2% | +84.7% | +90.2% |
| All | +135.9% | +24.9% | +111.0% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling