+9,068.9%
FIX vs WCN
+6,839.3%
+2,229.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +6.0% | -0.6% | +6.7% | +6.2% |
| 30D | -7.2% | +0.4% | -7.7% | -7.4% |
| 3M | -15.9% | +7.3% | -23.2% | -18.3% |
| 6M | +12.7% | -2.5% | +15.2% | +12.2% |
| YTD | +72.8% | -5.4% | +78.2% | +73.1% |
| 1Y | +122.9% | -8.5% | +131.4% | +125.0% |
| 3Y | +774.3% | +20.8% | +753.5% | +707.7% |
| 5Y | +2,049.5% | +30.0% | +2,019.5% | +1,838.4% |
| 10Y | +5,821.5% | +238.4% | +5,583.0% | +4,082.0% |
| All | +9,068.9% | +6,839.3% | +2,229.6% | +4,035.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling