+23.6%
SAN vs WCN
+16.1%
+7.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.7% | +6.7% |
| 7D | +4.5% | +6.7% | -2.2% | +5.3% |
| 30D | -12.1% | +24.3% | -36.4% | -9.7% |
| 3M | -15.6% | +16.1% | -31.6% | -14.1% |
| 6M | +5.8% | +19.9% | -14.1% | +8.2% |
| YTD | +5.5% | +10.1% | -4.6% | +9.2% |
| 1Y | +23.6% | +14.4% | +9.2% | +27.3% |
| All | +23.6% | +16.1% | +7.5% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling