-40.4%
FND vs WCC
+134.5%
-174.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.6% |
| 7D | -6.8% | +9.9% | -16.8% | -9.9% |
| 30D | +8.0% | -8.4% | +16.4% | +10.0% |
| 3M | -18.9% | -10.3% | -8.6% | -17.3% |
| 6M | +4.7% | -10.5% | +15.2% | +5.8% |
| YTD | -21.6% | +32.2% | -53.8% | -33.4% |
| 1Y | -22.0% | +25.5% | -47.5% | -32.4% |
| 3Y | -40.4% | +134.7% | -175.1% | -65.8% |
| All | -40.4% | +134.5% | -174.9% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling