+52.5%
SO vs WCN
+47.6%
+4.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | +8.6% | +24.6% | -16.0% | +1.1% |
| 3M | +1.8% | +14.2% | -12.4% | -2.6% |
| 6M | +3.6% | +25.7% | -22.1% | -3.9% |
| YTD | +9.9% | +9.3% | +0.7% | +6.2% |
| 1Y | +5.7% | +15.3% | -9.6% | 0.0% |
| 3Y | +52.5% | +48.6% | +3.9% | +33.9% |
| All | +52.5% | +47.6% | +4.9% | +33.9% |
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