-80.8%
FIG vs WCN
-15.3%
-65.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -12.2% | -4.4% | -7.8% | -11.2% |
| 30D | -11.0% | -4.4% | -6.5% | -10.0% |
| 3M | +11.9% | +0.5% | +11.4% | +12.0% |
| 6M | -21.9% | -3.3% | -18.6% | -20.1% |
| YTD | -40.8% | -8.5% | -32.3% | -40.6% |
| 1Y | -56.6% | -8.9% | -47.7% | -55.0% |
| All | -80.8% | -15.3% | -65.5% | -80.2% |
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