+358.3%
SE vs WCN
+192.1%
+166.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -1.5% | +1.2% | -2.6% | -2.2% |
| 30D | -22.3% | +26.4% | -48.8% | -33.9% |
| 3M | -41.8% | +17.5% | -59.4% | -48.1% |
| 6M | -22.4% | +28.7% | -51.1% | -35.6% |
| YTD | -41.6% | +11.5% | -53.1% | -47.0% |
| 1Y | -48.0% | +15.9% | -63.9% | -54.2% |
| 3Y | +63.9% | +51.6% | +12.3% | +12.5% |
| 5Y | -78.2% | +47.9% | -126.1% | -84.8% |
| All | +358.3% | +192.1% | +166.2% | +84.3% |
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