+14.5%
FIX vs WCN
+16.1%
-1.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.9% | +9.8% |
| 7D | -7.2% | +1.2% | -8.4% | -6.1% |
| 30D | -35.1% | +24.6% | -59.7% | -25.6% |
| 3M | -34.3% | +14.2% | -48.5% | -27.5% |
| 6M | -42.9% | +25.7% | -68.6% | -35.8% |
| YTD | +19.5% | +9.3% | +10.2% | +37.1% |
| All | +14.5% | +16.1% | -1.6% | +27.8% |
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