+42.1%
SHW vs WCN
+52.1%
-9.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | +8.4% | +26.4% | -18.0% | +0.4% |
| 3M | -2.2% | +17.5% | -19.7% | -7.3% |
| 6M | +13.3% | +28.7% | -15.4% | +4.1% |
| YTD | +9.2% | +11.5% | -2.3% | +5.2% |
| 1Y | +2.9% | +15.9% | -13.0% | -2.7% |
| All | +42.1% | +52.1% | -9.9% | +15.0% |
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 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