+448.7%
FIX vs WCN
+45.2%
+403.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +5.2% |
| 7D | -17.5% | +2.9% | -20.4% | -17.0% |
| 30D | -41.6% | +22.1% | -63.7% | -40.4% |
| 3M | -40.6% | +13.2% | -53.8% | -39.4% |
| 6M | -49.4% | +23.7% | -73.1% | -49.3% |
| YTD | +9.2% | +8.7% | +0.4% | +13.2% |
| 1Y | +6.5% | +15.3% | -8.9% | +7.8% |
| 3Y | +448.7% | +46.0% | +402.7% | +340.3% |
| All | +448.7% | +45.2% | +403.6% | +340.3% |
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