+2,890.8%
WCN vs SNY
+241.9%
+2,648.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.1% | -3.3% | +0.2% | -2.2% |
| 30D | -3.4% | -2.2% | -1.2% | -2.8% |
| 3M | +3.0% | -3.0% | +6.0% | +3.7% |
| 6M | -3.8% | +2.7% | -6.5% | -4.6% |
| YTD | -8.3% | -6.8% | -1.5% | -6.8% |
| 1Y | -9.7% | -5.3% | -4.5% | -8.9% |
| 3Y | +17.2% | -9.8% | +26.9% | +17.2% |
| 5Y | +25.3% | +9.7% | +15.6% | +16.7% |
| 10Y | +235.4% | +64.5% | +170.9% | +172.9% |
| All | +2,890.8% | +241.9% | +2,648.9% | +1,625.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling