-21.6%
SAP vs WCN
-8.7%
-12.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -0.3% | -1.7% | +1.5% | +0.1% |
| 30D | +0.3% | -3.0% | +3.3% | +0.9% |
| 3M | +16.9% | +2.5% | +14.3% | +17.2% |
| 6M | +6.3% | -5.7% | +12.0% | +8.1% |
| YTD | -12.4% | -7.4% | -5.0% | -11.2% |
| 1Y | -21.6% | -8.6% | -13.0% | -18.2% |
| All | -21.6% | -8.7% | -12.9% | -18.2% |
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