+15.6%
SM vs WCN
+322.0%
-306.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.7% |
| 7D | +10.6% | +1.2% | +9.4% | +9.9% |
| 30D | -15.0% | +26.4% | -41.4% | -26.2% |
| 3M | +1.7% | +17.5% | -15.8% | -8.1% |
| 6M | +5.9% | +28.7% | -22.9% | -9.6% |
| YTD | +79.0% | +11.5% | +67.5% | +65.6% |
| 1Y | +84.7% | +15.9% | +68.8% | +66.6% |
| 3Y | -3.5% | +51.6% | -55.0% | -29.5% |
| 5Y | +4.9% | +47.9% | -43.0% | -23.0% |
| All | +15.6% | +322.0% | -306.4% | -52.0% |
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 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