+575.9%
SAP vs WCN
+6,839.3%
-6,263.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | +9.0% | +0.4% | +8.6% | +8.9% |
| 3M | +14.9% | +7.3% | +7.6% | +12.5% |
| 6M | +11.9% | -2.5% | +14.4% | +12.4% |
| YTD | -9.9% | -5.4% | -4.5% | -8.8% |
| 1Y | -19.5% | -8.5% | -11.1% | -17.9% |
| 3Y | +61.8% | +20.8% | +41.0% | +50.8% |
| 5Y | +56.2% | +30.0% | +26.2% | +41.5% |
| 10Y | +180.6% | +238.4% | -57.8% | +92.5% |
| All | +575.9% | +6,839.3% | -6,263.4% | +108.5% |
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