+5,993.3%
FIX vs WCN
+239.1%
+5,754.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | +6.1% | -0.4% | +6.5% | +6.3% |
| 30D | -2.7% | -2.1% | -0.5% | -1.6% |
| 3M | -10.9% | +6.4% | -17.3% | -15.8% |
| 6M | +29.0% | -3.7% | +32.7% | +28.6% |
| YTD | +76.9% | -6.4% | +83.2% | +78.5% |
| 1Y | +130.7% | -7.9% | +138.7% | +134.1% |
| 3Y | +790.7% | +20.8% | +769.9% | +622.7% |
| 5Y | +2,185.6% | +29.0% | +2,156.6% | +1,619.7% |
| 10Y | +5,993.3% | +236.4% | +5,756.9% | +2,595.9% |
| All | +5,993.3% | +239.1% | +5,754.2% | +2,595.9% |
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 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