+271.8%
WPM vs WCN
+19.5%
+252.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | +3.9% | -1.7% | +5.6% | +4.4% |
| 30D | +17.7% | -3.0% | +20.7% | +18.7% |
| 3M | +39.4% | +2.5% | +36.9% | +37.5% |
| 6M | +6.4% | -5.7% | +12.1% | +8.8% |
| YTD | +34.0% | -7.4% | +41.4% | +38.2% |
| 1Y | +50.5% | -8.6% | +59.1% | +56.0% |
| All | +271.8% | +19.5% | +252.2% | +261.3% |
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