+49.3%
SW vs WCN
+46.8%
+2.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +4.7% | +5.3% | -0.7% | +3.7% |
| 30D | +5.0% | +24.0% | -19.0% | +1.1% |
| 3M | -7.3% | +16.8% | -24.1% | -9.9% |
| 6M | +15.0% | +22.1% | -7.1% | +10.9% |
| YTD | +18.5% | +10.0% | +8.5% | +17.1% |
| 1Y | +27.1% | +16.2% | +10.9% | +23.6% |
| All | +49.3% | +46.8% | +2.4% | +19.4% |
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