+319.5%
SN vs WEC
+31.5%
+288.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -9.3% | -0.3% | -9.1% | -9.3% |
| 30D | -4.8% | -1.3% | -3.5% | -4.7% |
| 3M | +40.4% | -3.9% | +44.3% | +41.0% |
| 6M | +50.9% | -8.3% | +59.3% | +52.5% |
| YTD | +54.9% | +3.1% | +51.9% | +54.1% |
| 1Y | +43.0% | +1.9% | +41.1% | +42.2% |
| 3Y | +391.8% | +41.9% | +349.9% | +357.5% |
| All | +319.5% | +31.5% | +288.0% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling