+46.2%
WCN vs FDS
-22.8%
+68.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +2.6% | -2.0% | +4.6% | +3.1% |
| 30D | +25.3% | +13.5% | +11.8% | +22.0% |
| 3M | +15.2% | +15.2% | +0.1% | +11.5% |
| 6M | +26.4% | +47.0% | -20.6% | +14.8% |
| YTD | +9.9% | +13.9% | -4.0% | +6.6% |
| 1Y | +16.2% | +25.2% | -9.0% | +9.0% |
| 3Y | +49.4% | -25.3% | +74.8% | +63.8% |
| 5Y | +46.2% | -23.3% | +69.5% | +55.7% |
| All | +46.2% | -22.8% | +68.9% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling