+45.4%
SMR vs WCN
+18.4%
+27.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.9% | -15.7% |
| 7D | -11.2% | -3.1% | -8.1% | -11.0% |
| 30D | -10.2% | -3.4% | -6.8% | -10.0% |
| 3M | -10.0% | +3.0% | -13.0% | -12.0% |
| 6M | -30.5% | -3.8% | -26.7% | -30.1% |
| YTD | -39.2% | -8.3% | -30.9% | -37.3% |
| 1Y | -75.5% | -9.7% | -65.8% | -74.7% |
| 3Y | +45.4% | +17.2% | +28.3% | +19.0% |
| All | +45.4% | +18.4% | +27.1% | +19.0% |
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