-77.8%
SE vs WCN
+46.9%
-124.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.2% | -3.9% |
| 7D | -7.7% | +0.4% | -8.2% | -7.9% |
| 30D | -22.8% | +25.3% | -48.1% | -31.3% |
| 3M | -43.7% | +15.4% | -59.2% | -47.8% |
| 6M | -12.8% | +27.8% | -40.7% | -24.2% |
| YTD | -42.0% | +10.6% | -52.6% | -45.3% |
| 1Y | -48.0% | +15.8% | -63.8% | -52.6% |
| 3Y | +62.7% | +50.3% | +12.4% | +16.5% |
| 5Y | -77.8% | +46.9% | -124.7% | -85.6% |
| All | -77.8% | +46.9% | -124.7% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling