+4,669.6%
SHW vs WCN
+8,078.4%
-3,408.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.7% | +1.2% | -0.5% | +0.4% |
| 30D | +8.4% | +26.4% | -18.0% | +2.2% |
| 3M | -2.2% | +17.5% | -19.7% | -6.2% |
| 6M | +13.3% | +28.7% | -15.4% | +6.1% |
| YTD | +9.2% | +11.5% | -2.3% | +5.6% |
| 1Y | +2.9% | +15.9% | -13.0% | -1.5% |
| 3Y | +41.1% | +51.6% | -10.5% | +26.1% |
| 5Y | +11.0% | +47.9% | -37.0% | -0.3% |
| 10Y | +341.2% | +322.5% | +18.8% | +217.7% |
| All | +4,669.6% | +8,078.4% | -3,408.9% | +2,093.2% |
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