+1,289.8%
SYY vs WCN
+6,767.3%
-5,477.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -2.8% | -0.4% | -2.3% | -2.7% |
| 30D | -5.3% | -2.1% | -3.1% | -4.9% |
| 3M | +5.1% | +6.4% | -1.3% | +3.8% |
| 6M | -5.0% | -3.7% | -1.3% | -4.6% |
| YTD | +10.7% | -6.4% | +17.1% | +11.5% |
| 1Y | +0.7% | -7.9% | +8.6% | +1.7% |
| 3Y | +24.0% | +20.8% | +3.2% | +18.7% |
| 5Y | +19.3% | +29.0% | -9.7% | +12.6% |
| 10Y | +96.4% | +236.4% | -139.9% | +60.9% |
| All | +1,289.8% | +6,767.3% | -5,477.5% | +848.0% |
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