+196.4%
SO vs WCN
+322.1%
-125.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +2.6% | -1.2% | 0.0% |
| 30D | +4.7% | +23.9% | -19.2% | -6.4% |
| 3M | +1.7% | +17.4% | -15.7% | -6.6% |
| 6M | +2.2% | +28.0% | -25.9% | -10.5% |
| YTD | +10.0% | +11.6% | -1.6% | +2.6% |
| 1Y | +6.0% | +16.9% | -10.8% | -3.6% |
| 3Y | +54.1% | +51.6% | +2.5% | +18.9% |
| 5Y | +79.6% | +48.0% | +31.7% | +38.2% |
| All | +196.4% | +322.1% | -125.6% | +52.9% |
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 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