-83.2%
FIG vs WCN
+3.2%
-86.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.4% | +2.6% | +0.8% | +2.5% |
| 30D | -9.5% | +23.9% | -33.4% | -15.2% |
| 3M | -26.2% | +17.4% | -43.6% | -29.9% |
| 6M | +2.7% | +28.0% | -25.3% | -4.1% |
| YTD | -48.0% | +11.6% | -59.5% | -51.0% |
| 1Y | -52.0% | +16.9% | -68.9% | -53.8% |
| All | -83.2% | +3.2% | -86.4% | -83.7% |
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