+1,027.6%
FIX vs WCN
+48.0%
+979.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +2.6% | +6.8% | +9.1% |
| 30D | -27.8% | +23.9% | -51.7% | -30.9% |
| 3M | -35.6% | +17.4% | -53.0% | -37.5% |
| 6M | -45.2% | +28.0% | -73.2% | -49.1% |
| YTD | +19.5% | +11.6% | +7.9% | +16.9% |
| 1Y | +24.2% | +16.9% | +7.4% | +18.7% |
| 3Y | +494.2% | +51.6% | +442.6% | +379.6% |
| All | +1,027.6% | +48.0% | +979.6% | +798.0% |
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