+466.6%
FE vs WCN
+6,839.3%
-6,372.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +1.9% | -0.6% | +2.6% | +2.1% |
| 30D | -1.2% | +0.4% | -1.6% | -1.3% |
| 3M | +3.5% | +7.3% | -3.8% | +2.0% |
| 6M | -6.1% | -2.5% | -3.6% | -5.8% |
| YTD | +7.6% | -5.4% | +13.0% | +8.4% |
| 1Y | +11.9% | -8.5% | +20.4% | +13.3% |
| 3Y | +48.4% | +20.8% | +27.6% | +42.3% |
| 5Y | +44.8% | +30.0% | +14.8% | +36.6% |
| 10Y | +115.9% | +238.4% | -122.5% | +75.9% |
| All | +466.6% | +6,839.3% | -6,372.7% | +250.9% |
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