-63.3%
FND vs WCN
+25.5%
-88.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -5.1% | -4.4% | -0.7% | -3.0% |
| 30D | -22.5% | -4.4% | -18.1% | -20.8% |
| 3M | -5.0% | +0.5% | -5.5% | -5.3% |
| 6M | -21.5% | -3.3% | -18.3% | -20.7% |
| YTD | -23.0% | -8.5% | -14.5% | -20.3% |
| 1Y | -44.9% | -8.9% | -36.0% | -42.8% |
| 3Y | -50.0% | +18.0% | -68.0% | -59.4% |
| 5Y | -63.3% | +25.0% | -88.4% | -73.3% |
| All | -63.3% | +25.5% | -88.8% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling