+323.8%
SN vs WCC
+114.0%
+209.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | 0.0% |
| 7D | +0.1% | +8.5% | -8.4% | -3.2% |
| 30D | -5.6% | -1.0% | -4.6% | -5.5% |
| 3M | +48.1% | +2.1% | +46.0% | +45.1% |
| 6M | +57.6% | +36.8% | +20.8% | +35.6% |
| YTD | +56.5% | +47.7% | +8.8% | +29.9% |
| 1Y | +52.6% | +66.5% | -14.0% | +19.2% |
| 3Y | +412.0% | +134.2% | +277.8% | +219.2% |
| All | +323.8% | +114.0% | +209.7% | +194.7% |
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