-18.0%
WU vs WCN
+16.1%
-34.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.7% | +4.9% |
| 7D | +8.2% | +6.7% | +1.5% | +7.0% |
| 30D | +8.0% | +24.3% | -16.3% | +4.4% |
| 3M | -6.6% | +16.1% | -22.7% | -9.0% |
| 6M | -23.3% | +19.9% | -43.2% | -25.4% |
| YTD | -22.4% | +10.1% | -32.5% | -23.7% |
| 1Y | -18.0% | +14.4% | -32.4% | -20.1% |
| All | -18.0% | +16.1% | -34.1% | -20.1% |
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