+236.6%
SAP vs WCN
+322.1%
-85.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +2.6% | -2.0% | -0.6% |
| 30D | +6.5% | +23.9% | -17.4% | -4.4% |
| 3M | +12.2% | +17.4% | -5.2% | +3.5% |
| 6M | +46.1% | +28.0% | +18.1% | +29.0% |
| YTD | -1.6% | +11.6% | -13.2% | -7.7% |
| 1Y | -5.1% | +16.9% | -22.0% | -13.3% |
| 3Y | +68.4% | +51.6% | +16.8% | +31.9% |
| 5Y | +79.4% | +48.0% | +31.4% | +39.8% |
| All | +236.6% | +322.1% | -85.5% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling