+179.0%
SAP vs WCN
+235.4%
-56.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -0.3% | -1.7% | +1.5% | +0.6% |
| 30D | +0.3% | -3.0% | +3.3% | +1.8% |
| 3M | +16.9% | +2.5% | +14.3% | +15.5% |
| 6M | +6.3% | -5.7% | +12.0% | +9.0% |
| YTD | -12.4% | -7.4% | -5.0% | -9.7% |
| 1Y | -21.6% | -8.6% | -13.0% | -18.9% |
| 3Y | +54.8% | +19.4% | +35.4% | +36.7% |
| 5Y | +56.2% | +27.2% | +29.0% | +30.7% |
| 10Y | +179.0% | +238.5% | -59.5% | +48.1% |
| All | +179.0% | +235.4% | -56.4% | +48.1% |
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