+2,061.9%
SO vs WCN
+8,007.2%
-5,945.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +7.8% | +25.3% | -17.5% | +3.6% |
| 3M | +2.9% | +15.4% | -12.5% | +0.3% |
| 6M | +2.5% | +27.8% | -25.4% | -1.9% |
| YTD | +10.3% | +10.6% | -0.3% | +8.0% |
| 1Y | +6.4% | +15.8% | -9.4% | +3.3% |
| 3Y | +52.8% | +50.3% | +2.5% | +42.0% |
| 5Y | +78.7% | +46.9% | +31.7% | +66.3% |
| 10Y | +196.3% | +318.8% | -122.5% | +141.0% |
| All | +2,061.9% | +8,007.2% | -5,945.2% | +1,306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling