+56.5%
SAP vs WCN
+19.6%
+36.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -0.3% | -0.4% | +0.2% | -0.1% |
| 30D | +2.6% | -2.1% | +4.7% | +3.3% |
| 3M | +16.3% | +6.4% | +9.9% | +14.6% |
| 6M | +6.4% | -3.7% | +10.1% | +7.8% |
| YTD | -11.4% | -6.4% | -5.1% | -9.6% |
| 1Y | -20.4% | -7.9% | -12.5% | -18.3% |
| 3Y | +56.5% | +20.8% | +35.7% | +56.1% |
| All | +56.5% | +19.6% | +36.9% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling