+455.3%
SN vs WEC
+45.4%
+409.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.8% |
| 7D | +7.6% | +0.2% | +7.4% | +7.6% |
| 30D | +24.1% | +12.9% | +11.1% | +22.3% |
| 3M | +23.7% | +9.8% | +13.9% | +22.3% |
| 6M | +105.5% | +6.7% | +98.8% | +103.7% |
| YTD | +105.1% | +14.0% | +91.1% | +101.5% |
| 1Y | +148.3% | +7.3% | +140.9% | +145.8% |
| 3Y | +438.7% | +63.8% | +374.9% | +381.2% |
| All | +455.3% | +45.4% | +409.9% | +502.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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