+47.7%
FND vs WCC
+488.8%
-441.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.7% |
| 7D | -5.8% | +1.5% | -7.3% | -6.5% |
| 30D | -20.2% | -2.1% | -18.1% | -19.8% |
| 3M | -12.0% | +3.8% | -15.8% | -14.9% |
| 6M | -18.5% | +35.0% | -53.5% | -30.8% |
| YTD | -22.3% | +46.4% | -68.6% | -36.8% |
| 1Y | -47.6% | +63.0% | -110.6% | -60.0% |
| 3Y | -49.8% | +133.9% | -183.7% | -69.7% |
| 5Y | -63.0% | +226.5% | -289.5% | -82.1% |
| All | +47.7% | +488.8% | -441.1% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling