+83.1%
SM vs WCN
+16.4%
+66.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | +2.6% | +6.8% | +9.0% |
| 30D | -14.4% | +23.9% | -38.3% | -18.9% |
| 3M | +1.6% | +17.4% | -15.9% | -2.0% |
| 6M | +6.3% | +28.0% | -21.7% | -0.3% |
| YTD | +78.8% | +11.6% | +67.2% | +76.3% |
| 1Y | +83.1% | +16.9% | +66.3% | +81.5% |
| All | +83.1% | +16.4% | +66.7% | +81.5% |
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