+5,693.4%
FIX vs WCN
+7,873.9%
-2,180.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +5.8% |
| 7D | -17.5% | +2.9% | -20.4% | -18.3% |
| 30D | -41.6% | +22.1% | -63.7% | -45.4% |
| 3M | -40.6% | +13.2% | -53.8% | -43.3% |
| 6M | -49.4% | +23.7% | -73.1% | -53.3% |
| YTD | +9.2% | +8.7% | +0.4% | +4.0% |
| 1Y | +6.5% | +15.3% | -8.9% | -0.4% |
| 3Y | +448.7% | +46.0% | +402.7% | +375.2% |
| 5Y | +948.7% | +45.9% | +902.8% | +806.0% |
| 10Y | +3,659.7% | +311.1% | +3,348.6% | +2,392.7% |
| All | +5,693.4% | +7,873.9% | -2,180.5% | +2,385.2% |
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