+455.3%
SN vs WCC
+88.3%
+367.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | 0.0% |
| 7D | +7.6% | -5.7% | +13.3% | +9.1% |
| 30D | +24.1% | -13.5% | +37.5% | +29.5% |
| 3M | +23.7% | -12.9% | +36.6% | +27.9% |
| 6M | +105.5% | -10.7% | +116.2% | +108.1% |
| YTD | +105.1% | +30.0% | +75.1% | +75.8% |
| 1Y | +148.3% | +24.7% | +123.6% | +116.5% |
| 3Y | +438.7% | +136.6% | +302.1% | +209.4% |
| All | +455.3% | +88.3% | +367.0% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling