+6,581.2%
WCN vs FDS
+5,283.4%
+1,297.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.4% |
| 7D | -0.6% | -1.9% | +1.3% | -0.3% |
| 30D | +0.4% | +9.0% | -8.6% | -1.4% |
| 3M | +7.3% | +18.9% | -11.5% | +3.0% |
| 6M | -2.5% | +35.1% | -37.6% | -9.6% |
| YTD | -5.4% | +5.5% | -10.9% | -8.0% |
| 1Y | -8.5% | -16.8% | +8.4% | -6.8% |
| 3Y | +20.8% | -28.1% | +48.9% | +26.0% |
| 5Y | +30.0% | -17.4% | +47.4% | +31.0% |
| 10Y | +238.4% | +85.4% | +153.0% | +187.8% |
| All | +6,581.2% | +5,283.4% | +1,297.8% | +3,462.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling