+10.6%
Z vs WCN
+519.8%
-509.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.5% |
| 7D | -5.2% | +1.2% | -6.4% | -5.7% |
| 30D | +5.7% | +24.6% | -18.9% | -6.7% |
| 3M | -8.7% | +14.2% | -23.0% | -15.3% |
| 6M | -26.0% | +25.7% | -51.7% | -35.3% |
| YTD | -55.0% | +9.3% | -64.3% | -57.8% |
| 1Y | -58.0% | +15.3% | -73.3% | -61.9% |
| 3Y | -15.2% | +48.6% | -63.8% | -35.6% |
| 5Y | -53.8% | +46.9% | -100.7% | -65.1% |
| 10Y | -14.5% | +298.1% | -312.7% | -58.8% |
| All | +10.6% | +519.8% | -509.3% | -52.8% |
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