-23.8%
WU vs WCN
+1,564.9%
-1,588.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -1.1% | -2.1% | +1.0% | -0.1% |
| 3M | -1.8% | +6.4% | -8.2% | -5.0% |
| 6M | -23.9% | -3.7% | -20.2% | -23.3% |
| YTD | -20.4% | -6.4% | -14.1% | -18.8% |
| 1Y | -10.6% | -7.9% | -2.6% | -8.3% |
| 3Y | -27.7% | +20.8% | -48.5% | -36.5% |
| 5Y | -51.1% | +29.0% | -80.1% | -59.4% |
| 10Y | -40.7% | +236.4% | -277.1% | -71.3% |
| All | -23.8% | +1,564.9% | -1,588.8% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling