+4,429.6%
SHW vs WCN
+6,839.3%
-2,409.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -9.5% | +0.4% | -10.0% | -9.6% |
| 3M | +11.5% | +7.3% | +4.1% | +9.4% |
| 6M | -3.5% | -2.5% | -1.0% | -3.3% |
| YTD | +3.7% | -5.4% | +9.1% | +4.6% |
| 1Y | -7.9% | -8.5% | +0.6% | -6.4% |
| 3Y | +24.7% | +20.8% | +3.9% | +17.9% |
| 5Y | +13.6% | +30.0% | -16.4% | +5.5% |
| 10Y | +283.0% | +238.4% | +44.5% | +190.7% |
| All | +4,429.6% | +6,839.3% | -2,409.7% | +2,071.9% |
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