-51.7%
FIG vs WCN
+16.1%
-67.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +4.1% |
| 7D | -4.7% | +6.7% | -11.4% | -7.1% |
| 30D | +0.5% | +24.3% | -23.8% | -7.5% |
| 3M | -18.4% | +16.1% | -34.5% | -23.2% |
| 6M | +10.9% | +19.9% | -9.1% | +3.5% |
| YTD | -40.8% | +10.1% | -50.9% | -44.0% |
| 1Y | -51.7% | +14.4% | -66.1% | -54.1% |
| All | -51.7% | +16.1% | -67.8% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling