+125.0%
SU vs WCN
+18.4%
+106.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.2% | -3.1% | +5.3% | +2.8% |
| 30D | +8.4% | -3.4% | +11.8% | +9.1% |
| 3M | +12.1% | +3.0% | +9.1% | +11.2% |
| 6M | +19.7% | -3.8% | +23.4% | +20.2% |
| YTD | +58.4% | -8.3% | +66.7% | +60.6% |
| 1Y | +67.2% | -9.7% | +77.0% | +70.2% |
| 3Y | +125.0% | +17.2% | +107.9% | +115.4% |
| All | +125.0% | +18.4% | +106.6% | +115.4% |
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