+49.0%
FND vs WCN
+248.1%
-199.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -6.8% | +2.6% | -9.4% | -8.4% |
| 30D | +8.0% | +23.9% | -16.0% | -6.2% |
| 3M | -18.9% | +17.4% | -36.3% | -27.1% |
| 6M | +4.7% | +28.0% | -23.3% | -11.4% |
| YTD | -21.6% | +11.6% | -33.1% | -28.3% |
| 1Y | -22.0% | +16.9% | -38.9% | -31.1% |
| 3Y | -40.4% | +51.6% | -92.0% | -59.2% |
| 5Y | -63.8% | +48.0% | -111.8% | -75.1% |
| All | +49.0% | +248.1% | -199.2% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling