+553.4%
SE vs WCN
+140.1%
+413.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -5.2% | -3.1% | -2.1% | -3.2% |
| 30D | -17.1% | -3.4% | -13.7% | -15.2% |
| 3M | +24.0% | +3.0% | +21.0% | +20.6% |
| 6M | +21.0% | -3.8% | +24.7% | +21.9% |
| YTD | -16.7% | -8.3% | -8.4% | -13.4% |
| 1Y | -45.9% | -9.7% | -36.2% | -43.4% |
| 3Y | +177.8% | +17.2% | +160.7% | +130.1% |
| 5Y | -67.4% | +25.3% | -92.6% | -74.6% |
| All | +553.4% | +140.1% | +413.3% | +201.1% |
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 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