+112.2%
SM vs WCN
+27.0%
+85.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -0.2% | -1.7% | +1.5% | +0.5% |
| 30D | +20.3% | -3.0% | +23.3% | +21.8% |
| 3M | +22.9% | +2.5% | +20.4% | +21.4% |
| 6M | +47.8% | -5.7% | +53.5% | +51.2% |
| YTD | +107.5% | -7.4% | +114.9% | +113.7% |
| 1Y | +51.7% | -8.6% | +60.4% | +56.8% |
| 3Y | -0.9% | +19.4% | -20.2% | -13.7% |
| 5Y | +112.2% | +27.2% | +85.0% | +85.3% |
| All | +112.2% | +27.0% | +85.2% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling