+1,440.5%
FANG vs WCN
+795.9%
+644.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +7.6% | +3.0% | +4.6% | +5.8% |
| 6M | +17.3% | -3.8% | +21.1% | +18.5% |
| YTD | +38.7% | -8.3% | +47.0% | +42.8% |
| 1Y | +51.6% | -9.7% | +61.4% | +56.8% |
| 3Y | +50.0% | +17.2% | +32.8% | +33.8% |
| 5Y | +237.6% | +25.3% | +212.3% | +185.7% |
| 10Y | +180.7% | +235.4% | -54.7% | +43.1% |
| All | +1,440.5% | +795.9% | +644.6% | +378.6% |
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