+34.3%
FANG vs WCN
+16.1%
+18.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -5.1% |
| 7D | -11.3% | +6.7% | -18.0% | -11.7% |
| 30D | -0.7% | +24.3% | -25.0% | -2.7% |
| 3M | -4.2% | +16.1% | -20.3% | -5.2% |
| 6M | -13.5% | +19.9% | -33.4% | -14.6% |
| YTD | +23.7% | +10.1% | +13.6% | +23.8% |
| 1Y | +34.3% | +14.4% | +19.9% | +35.1% |
| All | +34.3% | +16.1% | +18.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling