+1.5%
SMR vs WCN
+33.0%
-31.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -5.4% |
| 7D | +4.7% | -4.4% | +9.1% | +5.4% |
| 30D | +3.2% | -4.4% | +7.7% | +3.9% |
| 3M | +9.9% | +0.5% | +9.4% | +8.5% |
| 6M | -15.1% | -3.3% | -11.9% | -15.4% |
| YTD | -27.9% | -8.5% | -19.5% | -26.4% |
| 1Y | -70.2% | -8.9% | -61.3% | -69.8% |
| 3Y | +72.5% | +18.0% | +54.4% | +57.4% |
| All | +1.5% | +33.0% | -31.5% | -10.5% |
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