-54.9%
Z vs WCN
+48.0%
-102.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.9% |
| 7D | -6.5% | +2.6% | -9.1% | -7.8% |
| 30D | -0.1% | +25.3% | -25.4% | -11.7% |
| 3M | -14.1% | +15.2% | -29.4% | -20.5% |
| 6M | -30.1% | +26.4% | -56.5% | -38.6% |
| YTD | -57.5% | +9.9% | -67.4% | -60.0% |
| 1Y | -60.3% | +16.2% | -76.5% | -64.0% |
| 3Y | -21.0% | +49.4% | -70.4% | -42.4% |
| 5Y | -54.9% | +46.2% | -101.1% | -69.7% |
| All | -54.9% | +48.0% | -102.9% | -69.7% |
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