+45.7%
SM vs WCN
-9.4%
+55.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +2.1% | -4.4% | +6.6% | +3.5% |
| 30D | +18.1% | -4.4% | +22.6% | +19.6% |
| 3M | +17.0% | +0.5% | +16.5% | +16.9% |
| 6M | +55.4% | -3.3% | +58.7% | +57.0% |
| YTD | +108.6% | -8.5% | +117.0% | +112.0% |
| 1Y | +45.7% | -8.9% | +54.6% | +47.3% |
| All | +45.7% | -9.4% | +55.1% | +47.3% |
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