+318.7%
WCN vs FDS
+129.2%
+189.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | -0.3% |
| 7D | +0.4% | -2.1% | +2.6% | +1.1% |
| 30D | +25.3% | +16.0% | +9.3% | +19.9% |
| 3M | +15.4% | +18.8% | -3.4% | +9.1% |
| 6M | +27.8% | +54.1% | -26.3% | +10.1% |
| YTD | +10.6% | +17.0% | -6.4% | +3.2% |
| 1Y | +15.8% | +25.5% | -9.7% | +5.0% |
| 3Y | +50.3% | -23.3% | +73.6% | +60.5% |
| 5Y | +46.9% | -22.6% | +69.6% | +53.8% |
| All | +318.7% | +129.2% | +189.5% | +190.6% |
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