+948.1%
FIX vs WCN
+45.6%
+902.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +5.6% |
| 7D | -17.5% | +2.9% | -20.4% | -17.9% |
| 30D | -41.6% | +22.1% | -63.7% | -44.1% |
| 3M | -40.6% | +13.2% | -53.8% | -42.1% |
| 6M | -49.4% | +23.7% | -73.1% | -52.6% |
| YTD | +9.2% | +8.7% | +0.4% | +7.2% |
| 1Y | +6.5% | +15.3% | -8.9% | +1.4% |
| 3Y | +448.7% | +46.0% | +402.7% | +347.6% |
| All | +948.1% | +45.6% | +902.4% | +730.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling