-21.6%
WY vs WCN
+25.5%
-47.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.2% |
| 7D | -3.7% | -4.4% | +0.7% | -2.0% |
| 30D | -11.3% | -4.4% | -6.9% | -9.8% |
| 3M | -8.1% | +0.5% | -8.6% | -8.3% |
| 6M | -7.4% | -3.3% | -4.2% | -6.5% |
| YTD | -4.7% | -8.5% | +3.8% | -1.9% |
| 1Y | -9.2% | -8.9% | -0.3% | -6.5% |
| 3Y | -24.7% | +18.0% | -42.7% | -32.6% |
| 5Y | -21.6% | +25.0% | -46.6% | -33.6% |
| All | -21.6% | +25.5% | -47.0% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling