-80.9%
FIG vs WCN
-14.4%
-66.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -14.5% | -1.7% | -12.7% | -14.1% |
| 30D | -13.3% | -3.0% | -10.3% | -12.7% |
| 3M | +7.4% | +2.5% | +4.9% | +7.0% |
| 6M | -27.8% | -5.7% | -22.1% | -25.2% |
| YTD | -41.1% | -7.4% | -33.7% | -41.2% |
| 1Y | -58.7% | -8.6% | -50.1% | -57.5% |
| All | -80.9% | -14.4% | -66.6% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling