+47.7%
FND vs WCN
+186.1%
-138.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -5.8% | -3.1% | -2.6% | -3.8% |
| 30D | -20.2% | -3.4% | -16.8% | -18.3% |
| 3M | -12.0% | +3.0% | -14.9% | -13.7% |
| 6M | -18.5% | -3.8% | -14.8% | -17.3% |
| YTD | -22.3% | -8.3% | -13.9% | -19.1% |
| 1Y | -47.6% | -9.7% | -37.9% | -45.0% |
| 3Y | -49.8% | +17.2% | -66.9% | -58.9% |
| 5Y | -63.0% | +25.3% | -88.2% | -71.7% |
| All | +47.7% | +186.1% | -138.4% | -28.3% |
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