+24.7%
Z vs WCN
+436.7%
-412.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.5% |
| 7D | -3.0% | -0.6% | -2.4% | -2.6% |
| 30D | -4.2% | +0.4% | -4.6% | -4.4% |
| 3M | -3.7% | +7.3% | -11.0% | -7.8% |
| 6M | -24.5% | -2.5% | -22.0% | -24.2% |
| YTD | -49.3% | -5.4% | -43.9% | -48.3% |
| 1Y | -58.7% | -8.5% | -50.2% | -57.2% |
| 3Y | -34.1% | +20.8% | -54.9% | -43.8% |
| 5Y | -64.5% | +30.0% | -94.6% | -71.2% |
| 10Y | -0.5% | +238.4% | -238.9% | -47.7% |
| All | +24.7% | +436.7% | -412.0% | -42.3% |
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