-44.2%
SE vs WCN
-9.4%
-34.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -4.8% | -4.4% | -0.4% | -4.7% |
| 30D | -18.1% | -4.4% | -13.7% | -18.1% |
| 3M | +30.6% | +0.5% | +30.2% | +30.3% |
| 6M | +20.8% | -3.3% | +24.0% | +21.9% |
| YTD | -15.6% | -8.5% | -7.1% | -13.9% |
| 1Y | -44.2% | -8.9% | -35.3% | -42.6% |
| All | -44.2% | -9.4% | -34.8% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling