+20.1%
SM vs WCN
+235.2%
-215.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | +2.1% | -4.4% | +6.6% | +4.8% |
| 30D | +18.1% | -4.4% | +22.6% | +21.2% |
| 3M | +17.0% | +0.5% | +16.5% | +16.2% |
| 6M | +55.4% | -3.3% | +58.7% | +57.1% |
| YTD | +108.6% | -8.5% | +117.0% | +117.8% |
| 1Y | +45.7% | -8.9% | +54.6% | +51.8% |
| 3Y | -0.3% | +18.0% | -18.4% | -15.1% |
| 5Y | +113.0% | +25.0% | +88.0% | +72.1% |
| All | +20.1% | +235.2% | -215.1% | -42.1% |
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