+323.8%
SN vs WCN
+17.9%
+305.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +0.1% | -0.4% | +0.6% | +0.2% |
| 30D | -5.6% | -2.1% | -3.5% | -5.4% |
| 3M | +48.1% | +6.4% | +41.7% | +46.8% |
| 6M | +57.6% | -3.7% | +61.3% | +58.6% |
| YTD | +56.5% | -6.4% | +62.9% | +58.2% |
| 1Y | +52.6% | -7.9% | +60.5% | +54.9% |
| 3Y | +412.0% | +20.8% | +391.2% | +363.8% |
| All | +323.8% | +17.9% | +305.8% | +279.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling