+17.2%
WCN vs SNY
-9.6%
+26.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.1% | -3.3% | +0.2% | -2.6% |
| 30D | -3.4% | -2.2% | -1.2% | -3.1% |
| 3M | +3.0% | -3.0% | +6.0% | +3.4% |
| 6M | -3.8% | +2.7% | -6.5% | -4.1% |
| YTD | -8.3% | -6.8% | -1.5% | -7.6% |
| 1Y | -9.7% | -5.3% | -4.5% | -9.2% |
| 3Y | +17.2% | -9.8% | +26.9% | +17.3% |
| All | +17.2% | -9.6% | +26.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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