-66.3%
SE vs WCN
+27.0%
-93.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.5% |
| 7D | -3.6% | -1.7% | -1.9% | -2.8% |
| 30D | -5.3% | -3.0% | -2.3% | -3.8% |
| 3M | +28.1% | +2.5% | +25.5% | +25.5% |
| 6M | +20.7% | -5.7% | +26.3% | +23.4% |
| YTD | -14.8% | -7.4% | -7.3% | -12.0% |
| 1Y | -43.6% | -8.6% | -35.0% | -41.4% |
| 3Y | +184.2% | +19.4% | +164.8% | +135.3% |
| 5Y | -66.3% | +27.2% | -93.5% | -75.3% |
| All | -66.3% | +27.0% | -93.4% | -75.3% |
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 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