-1.4%
SM vs WCN
+19.6%
-21.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.7% | +3.9% |
| 7D | -0.2% | -0.4% | +0.3% | 0.0% |
| 30D | +31.5% | -2.1% | +33.6% | +32.3% |
| 3M | +17.3% | +6.4% | +11.0% | +15.2% |
| 6M | +48.5% | -3.7% | +52.2% | +50.0% |
| YTD | +106.3% | -6.4% | +112.6% | +109.6% |
| 1Y | +47.3% | -7.9% | +55.2% | +50.3% |
| 3Y | -1.4% | +20.8% | -22.2% | -9.0% |
| All | -1.4% | +19.6% | -21.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling