+554.0%
XYZ vs WCN
+465.1%
+88.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.7% |
| 7D | +12.1% | +2.9% | +9.2% | +10.0% |
| 30D | +12.4% | +22.1% | -9.7% | -3.7% |
| 3M | +8.2% | +13.2% | -5.0% | -1.9% |
| 6M | +20.7% | +23.7% | -3.0% | +1.0% |
| YTD | +31.3% | +8.7% | +22.6% | +20.7% |
| 1Y | +20.5% | +15.3% | +5.2% | +5.5% |
| 3Y | +72.6% | +46.0% | +26.6% | +17.8% |
| 5Y | -64.0% | +45.9% | -109.9% | -75.4% |
| 10Y | +601.8% | +311.1% | +290.7% | +171.4% |
| All | +554.0% | +465.1% | +88.9% | +148.4% |
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