-24.6%
WY vs WCN
+18.2%
-42.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.3% |
| 7D | -3.7% | -4.4% | +0.7% | -2.5% |
| 30D | -11.3% | -4.4% | -6.9% | -10.2% |
| 3M | -8.1% | +0.5% | -8.6% | -8.2% |
| 6M | -7.4% | -3.3% | -4.2% | -6.7% |
| YTD | -4.7% | -8.5% | +3.8% | -2.5% |
| 1Y | -9.2% | -8.9% | -0.3% | -7.0% |
| All | -24.6% | +18.2% | -42.7% | -30.2% |
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 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