+27.6%
SOLS vs WCN
-7.1%
+34.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -3.1% |
| 7D | +0.3% | -4.4% | +4.7% | -1.5% |
| 30D | +0.9% | -4.4% | +5.3% | -0.9% |
| 3M | -20.7% | +0.5% | -21.1% | -20.5% |
| 6M | -17.7% | -3.3% | -14.4% | -17.7% |
| YTD | +27.1% | -8.5% | +35.6% | +24.9% |
| All | +27.6% | -7.1% | +34.7% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling