+328.0%
SN vs WCN
+19.5%
+308.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.2% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | -9.1% | -3.0% | -6.1% | -8.8% |
| 3M | +31.8% | +2.5% | +29.2% | +31.3% |
| 6M | +52.0% | -5.7% | +57.7% | +53.4% |
| YTD | +51.3% | -7.4% | +58.7% | +53.1% |
| 1Y | +46.9% | -8.6% | +55.5% | +49.2% |
| All | +328.0% | +19.5% | +308.5% | +280.8% |
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