+27.1%
SW vs WCN
+14.2%
+12.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.8% |
| 7D | +2.3% | +2.9% | -0.6% | +2.0% |
| 30D | +6.8% | +22.1% | -15.3% | +5.5% |
| 3M | -5.2% | +13.2% | -18.4% | -6.1% |
| 6M | +7.4% | +23.7% | -16.3% | +6.7% |
| YTD | +17.4% | +8.7% | +8.7% | +19.8% |
| 1Y | +27.1% | +15.3% | +11.7% | +23.4% |
| All | +27.1% | +14.2% | +12.9% | +23.4% |
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 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