+379.5%
SAN vs WCN
+6,839.3%
-6,459.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +1.8% | -0.6% | +2.4% | +2.0% |
| 30D | +2.0% | +0.4% | +1.5% | +1.8% |
| 3M | +19.7% | +7.3% | +12.4% | +16.4% |
| 6M | +30.6% | -2.5% | +33.1% | +30.5% |
| YTD | +28.8% | -5.4% | +34.2% | +29.7% |
| 1Y | +57.8% | -8.5% | +66.2% | +60.3% |
| 3Y | +338.1% | +20.8% | +317.3% | +302.7% |
| 5Y | +384.2% | +30.0% | +354.2% | +330.0% |
| 10Y | +353.2% | +238.4% | +114.7% | +193.4% |
| All | +379.5% | +6,839.3% | -6,459.8% | +66.3% |
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