+56.7%
FND vs WCN
+195.3%
-138.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | -5.2% | -0.6% | -4.6% | -4.8% |
| 30D | -19.9% | +0.4% | -20.3% | -20.1% |
| 3M | +2.7% | +7.3% | -4.6% | -2.1% |
| 6M | -21.7% | -2.5% | -19.2% | -21.2% |
| YTD | -17.5% | -5.4% | -12.1% | -15.9% |
| 1Y | -39.3% | -8.5% | -30.8% | -36.7% |
| 3Y | -49.8% | +20.8% | -70.6% | -59.7% |
| 5Y | -60.1% | +30.0% | -90.1% | -70.3% |
| All | +56.7% | +195.3% | -138.6% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling