+109.2%
FE vs WCN
+239.1%
-130.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.2% |
| 7D | +0.6% | -0.4% | +1.1% | +0.9% |
| 30D | -2.1% | -2.1% | 0.0% | -1.1% |
| 3M | +2.6% | +6.4% | -3.7% | -0.9% |
| 6M | -6.8% | -3.7% | -3.1% | -5.6% |
| YTD | +6.9% | -6.4% | +13.2% | +9.2% |
| 1Y | +11.6% | -7.9% | +19.5% | +14.8% |
| 3Y | +47.7% | +20.8% | +26.9% | +27.8% |
| 5Y | +46.2% | +29.0% | +17.2% | +19.3% |
| 10Y | +109.2% | +236.4% | -127.2% | +9.3% |
| All | +109.2% | +239.1% | -130.0% | +9.3% |
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