+294.4%
SAN vs WCN
+8,078.4%
-7,784.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.6% |
| 30D | -9.4% | +26.4% | -35.8% | -16.4% |
| 3M | -17.1% | +17.5% | -34.7% | -21.7% |
| 6M | +2.2% | +28.7% | -26.6% | -6.9% |
| YTD | +6.0% | +11.5% | -5.5% | +0.7% |
| 1Y | +12.7% | +15.9% | -3.2% | +5.7% |
| 3Y | +242.1% | +51.6% | +190.6% | +190.9% |
| 5Y | +293.6% | +47.9% | +245.7% | +234.4% |
| 10Y | +266.1% | +322.5% | -56.4% | +119.5% |
| All | +294.4% | +8,078.4% | -7,784.0% | +29.1% |
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