+431.3%
SM vs WCN
+8,007.2%
-7,575.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.4% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -17.3% | +25.3% | -42.6% | -23.4% |
| 3M | -3.6% | +15.4% | -19.0% | -8.4% |
| 6M | +2.9% | +27.8% | -25.0% | -5.5% |
| YTD | +70.2% | +10.6% | +59.7% | +63.4% |
| 1Y | +66.5% | +15.8% | +50.7% | +57.4% |
| 3Y | -8.2% | +50.3% | -58.5% | -20.8% |
| 5Y | -1.5% | +46.9% | -48.4% | -14.4% |
| 10Y | +11.9% | +318.8% | -306.9% | -26.7% |
| All | +431.3% | +8,007.2% | -7,575.8% | +92.7% |
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