+71.6%
SM vs WCN
+16.1%
+55.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +2.8% | -18.1% | -15.8% |
| 7D | -21.5% | +6.7% | -28.2% | -22.7% |
| 30D | -11.4% | +24.3% | -35.7% | -16.6% |
| 3M | +0.6% | +16.1% | -15.5% | -3.0% |
| 6M | +0.2% | +19.9% | -19.7% | -4.4% |
| YTD | +69.7% | +10.1% | +59.6% | +68.3% |
| 1Y | +71.6% | +14.4% | +57.1% | +69.3% |
| All | +71.6% | +16.1% | +55.5% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling