+181.9%
FANG vs WCN
+235.9%
-54.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.9% | -3.1% | +6.0% | +4.3% |
| 30D | +2.6% | -3.4% | +6.0% | +4.1% |
| 3M | +7.6% | +3.0% | +4.6% | +5.9% |
| 6M | +17.3% | -3.8% | +21.1% | +18.5% |
| YTD | +38.7% | -8.3% | +47.0% | +42.7% |
| 1Y | +51.6% | -9.7% | +61.4% | +56.7% |
| 3Y | +50.0% | +17.2% | +32.8% | +33.9% |
| 5Y | +237.6% | +25.3% | +212.3% | +185.3% |
| All | +181.9% | +235.9% | -54.0% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling