+730.4%
SW vs WCN
+1,378.5%
-648.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +4.7% | +5.5% | -0.9% | +4.0% |
| 30D | +5.0% | +24.2% | -19.2% | +2.3% |
| 3M | -7.3% | +17.0% | -24.3% | -9.1% |
| 6M | +15.0% | +22.3% | -7.4% | +12.0% |
| YTD | +18.5% | +10.2% | +8.3% | +16.8% |
| 1Y | +27.1% | +16.5% | +10.7% | +24.4% |
| 3Y | +49.3% | +47.1% | +2.2% | +42.0% |
| 5Y | -1.6% | +47.9% | -49.6% | -6.8% |
| 10Y | +185.4% | +316.7% | -131.3% | +151.0% |
| All | +730.4% | +1,378.5% | -648.1% | +676.8% |
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 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