+319.5%
SN vs WCC
+108.9%
+210.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -2.6% |
| 7D | -9.3% | +4.5% | -13.8% | -10.9% |
| 30D | -4.8% | -5.8% | +1.0% | -2.8% |
| 3M | +40.4% | -3.7% | +44.1% | +41.0% |
| 6M | +50.9% | +23.1% | +27.9% | +35.5% |
| YTD | +54.9% | +44.2% | +10.8% | +29.9% |
| 1Y | +43.0% | +62.1% | -19.1% | +12.9% |
| 3Y | +391.8% | +121.1% | +270.7% | +219.7% |
| All | +319.5% | +108.9% | +210.7% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling