-29.4%
WU vs WCN
+18.2%
-47.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -5.0% | -4.4% | -0.5% | -4.1% |
| 30D | -2.3% | -4.4% | +2.2% | -1.3% |
| 3M | -3.2% | +0.5% | -3.7% | -3.4% |
| 6M | -25.0% | -3.3% | -21.8% | -24.6% |
| YTD | -21.7% | -8.5% | -13.2% | -20.1% |
| 1Y | -9.0% | -8.9% | 0.0% | -7.1% |
| All | -29.4% | +18.2% | -47.5% | -36.0% |
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