+634.4%
SAP vs WCN
+7,961.2%
-7,326.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +1.5% | +2.6% | -1.1% | +0.7% |
| 30D | +8.8% | +25.3% | -16.5% | +1.3% |
| 3M | +12.1% | +15.2% | -3.1% | +7.1% |
| 6M | +34.6% | +26.4% | +8.1% | +24.9% |
| YTD | -2.1% | +9.9% | -12.0% | -5.6% |
| 1Y | -5.5% | +16.2% | -21.7% | -10.5% |
| 3Y | +67.4% | +49.4% | +18.0% | +46.1% |
| 5Y | +74.6% | +46.2% | +28.4% | +52.5% |
| 10Y | +224.0% | +305.7% | -81.7% | +110.0% |
| All | +634.4% | +7,961.2% | -7,326.8% | +115.9% |
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