+238.5%
WCN vs FDS
+72.8%
+165.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.2% |
| 7D | -1.7% | -8.8% | +7.1% | +1.0% |
| 30D | -3.0% | -1.4% | -1.6% | -2.7% |
| 3M | +2.5% | +13.9% | -11.3% | -2.2% |
| 6M | -5.7% | +27.4% | -33.1% | -14.3% |
| YTD | -7.4% | -2.5% | -5.0% | -8.5% |
| 1Y | -8.6% | -23.8% | +15.2% | -2.0% |
| 3Y | +19.4% | -32.5% | +51.9% | +31.8% |
| 5Y | +27.2% | -23.2% | +50.4% | +31.4% |
| 10Y | +238.5% | +76.4% | +162.1% | +154.4% |
| All | +238.5% | +72.8% | +165.7% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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