+182.7%
SW vs WCN
+309.0%
-126.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.7% |
| 7D | +2.3% | +2.9% | -0.6% | +1.7% |
| 30D | +6.8% | +22.1% | -15.3% | +2.3% |
| 3M | -5.2% | +13.2% | -18.4% | -7.7% |
| 6M | +7.4% | +23.7% | -16.3% | +2.4% |
| YTD | +17.4% | +8.7% | +8.7% | +14.9% |
| 1Y | +27.1% | +15.3% | +11.7% | +22.6% |
| 3Y | +47.9% | +46.0% | +1.9% | +34.3% |
| 5Y | -2.6% | +45.9% | -48.5% | -12.0% |
| All | +182.7% | +309.0% | -126.3% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling