+755.0%
SW vs WCN
+1,169.3%
-414.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -4.6% | +0.4% | -5.0% | -4.6% |
| 3M | +9.4% | +7.3% | +2.1% | +8.4% |
| 6M | +3.5% | -2.5% | +6.0% | +3.6% |
| YTD | +22.0% | -5.4% | +27.4% | +22.6% |
| 1Y | +2.2% | -8.5% | +10.7% | +3.1% |
| 3Y | +19.6% | +20.8% | -1.2% | +16.4% |
| 5Y | -2.3% | +30.0% | -32.4% | -5.9% |
| 10Y | +181.4% | +238.4% | -57.1% | +152.7% |
| All | +755.0% | +1,169.3% | -414.3% | +715.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling