+184.3%
SE vs WCN
+19.5%
+164.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -3.6% | -1.7% | -1.9% | -3.2% |
| 30D | -5.3% | -3.0% | -2.3% | -4.7% |
| 3M | +28.1% | +2.5% | +25.5% | +26.8% |
| 6M | +20.7% | -5.7% | +26.3% | +22.8% |
| YTD | -14.8% | -7.4% | -7.3% | -12.7% |
| 1Y | -43.6% | -8.6% | -35.0% | -41.9% |
| All | +184.3% | +19.5% | +164.8% | +206.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling