+521.4%
SM vs WCN
+6,839.3%
-6,318.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +26.3% | +0.4% | +25.9% | +26.1% |
| 3M | +8.7% | +7.3% | +1.4% | +6.1% |
| 6M | +51.7% | -2.5% | +54.2% | +52.4% |
| YTD | +99.0% | -5.4% | +104.4% | +101.8% |
| 1Y | +34.6% | -8.5% | +43.0% | +37.6% |
| 3Y | -7.8% | +20.8% | -28.5% | -14.3% |
| 5Y | +104.8% | +30.0% | +74.8% | +85.7% |
| 10Y | +7.2% | +238.4% | -231.2% | -24.6% |
| All | +521.4% | +6,839.3% | -6,318.0% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling