+49.0%
FE vs WCN
+30.3%
+18.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +1.9% | -0.6% | +2.6% | +2.2% |
| 30D | -1.2% | +0.4% | -1.6% | -1.4% |
| 3M | +3.5% | +7.3% | -3.8% | +0.8% |
| 6M | -6.1% | -2.5% | -3.6% | -5.6% |
| YTD | +7.6% | -5.4% | +13.0% | +9.0% |
| 1Y | +11.9% | -8.5% | +20.4% | +14.8% |
| 3Y | +48.4% | +20.8% | +27.6% | +34.2% |
| All | +49.0% | +30.3% | +18.7% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling