+337.7%
SHW vs WCN
+322.1%
+15.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | +2.6% | -0.7% | +0.4% |
| 30D | +8.1% | +23.9% | -15.9% | -4.4% |
| 3M | -2.8% | +17.4% | -20.2% | -11.4% |
| 6M | +15.0% | +28.0% | -13.0% | -0.7% |
| YTD | +9.0% | +11.6% | -2.6% | +0.8% |
| 1Y | +4.5% | +16.9% | -12.4% | -6.2% |
| 3Y | +41.9% | +51.6% | -9.7% | +5.5% |
| 5Y | +10.7% | +48.0% | -37.2% | -17.3% |
| All | +337.7% | +322.1% | +15.6% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling