+764.4%
FIX vs WCN
+22.4%
+742.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +6.0% | -0.6% | +6.7% | +6.1% |
| 30D | -7.2% | +0.4% | -7.7% | -7.3% |
| 3M | -15.9% | +7.3% | -23.2% | -17.4% |
| 6M | +12.7% | -2.5% | +15.2% | +13.5% |
| YTD | +72.8% | -5.4% | +78.2% | +75.4% |
| 1Y | +122.9% | -8.5% | +131.4% | +129.5% |
| All | +764.4% | +22.4% | +742.0% | +658.1% |
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