+1,929.9%
SO vs WCN
+6,839.3%
-4,909.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -0.2% | -0.6% | +0.5% | -0.1% |
| 30D | -4.6% | +0.4% | -5.0% | -4.7% |
| 3M | -3.0% | +7.3% | -10.4% | -4.2% |
| 6M | -8.3% | -2.5% | -5.7% | -8.0% |
| YTD | +3.5% | -5.4% | +8.9% | +4.2% |
| 1Y | -0.9% | -8.5% | +7.5% | +0.3% |
| 3Y | +45.4% | +20.8% | +24.6% | +40.2% |
| 5Y | +59.6% | +30.0% | +29.6% | +51.9% |
| 10Y | +156.6% | +238.4% | -81.8% | +115.9% |
| All | +1,929.9% | +6,839.3% | -4,909.4% | +1,258.1% |
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