+398.8%
SN vs WCN
+45.2%
+353.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.0% | +2.9% |
| 7D | +7.2% | +2.9% | +4.3% | +6.7% |
| 30D | +20.4% | +22.1% | -1.7% | +17.1% |
| 3M | +23.9% | +13.2% | +10.7% | +21.5% |
| 6M | +93.0% | +23.7% | +69.3% | +87.3% |
| YTD | +99.2% | +8.7% | +90.5% | +97.1% |
| 1Y | +142.6% | +15.3% | +127.3% | +136.7% |
| 3Y | +398.8% | +46.0% | +352.8% | +303.9% |
| All | +398.8% | +45.2% | +353.6% | +303.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling