+27.1%
SW vs WCN
+15.1%
+12.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +4.7% | +5.5% | -0.9% | +4.1% |
| 30D | +5.0% | +24.2% | -19.2% | +3.5% |
| 3M | -7.3% | +17.0% | -24.3% | -8.4% |
| 6M | +15.0% | +22.3% | -7.4% | +14.2% |
| YTD | +18.5% | +10.2% | +8.3% | +20.8% |
| 1Y | +27.1% | +16.5% | +10.7% | +23.7% |
| All | +27.1% | +15.1% | +12.0% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling