+62.4%
WCN vs FGI
-70.0%
+132.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | -4.1% | +6.7% | +2.6% |
| 30D | +25.3% | -3.4% | +28.7% | +25.3% |
| 3M | +15.2% | +61.8% | -46.5% | +15.5% |
| 6M | +26.4% | +17.0% | +9.4% | +26.7% |
| YTD | +9.9% | +31.4% | -21.5% | +10.6% |
| 1Y | +16.2% | +42.7% | -26.5% | +16.8% |
| 3Y | +49.4% | -0.1% | +49.5% | +51.2% |
| All | +62.4% | -70.0% | +132.5% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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