+43.0%
SN vs WCN
-8.7%
+51.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.1% |
| 7D | -9.3% | -0.6% | -8.7% | -9.4% |
| 30D | -4.8% | +0.4% | -5.2% | -4.8% |
| 3M | +40.4% | +7.3% | +33.1% | +41.5% |
| 6M | +50.9% | -2.5% | +53.5% | +51.1% |
| YTD | +54.9% | -5.4% | +60.3% | +55.0% |
| 1Y | +43.0% | -8.5% | +51.5% | +47.9% |
| All | +43.0% | -8.7% | +51.8% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling