+589.4%
SE vs WCN
+147.8%
+441.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | -6.1% | -0.6% | -5.5% | -5.7% |
| 30D | -2.5% | +0.4% | -2.9% | -2.9% |
| 3M | +21.7% | +7.3% | +14.4% | +14.9% |
| 6M | +27.0% | -2.5% | +29.5% | +27.0% |
| YTD | -12.1% | -5.4% | -6.8% | -10.5% |
| 1Y | -40.9% | -8.5% | -32.5% | -38.6% |
| 3Y | +191.0% | +20.8% | +170.2% | +136.1% |
| 5Y | -68.3% | +30.0% | -98.3% | -76.0% |
| All | +589.4% | +147.8% | +441.6% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling