+46.0%
WCN vs FGI
+1.5%
+44.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +2.9% | -7.0% | +9.9% | +2.9% |
| 30D | +22.1% | -4.2% | +26.3% | +22.1% |
| 3M | +13.2% | +55.6% | -42.4% | +14.1% |
| 6M | +23.7% | -3.2% | +26.9% | +24.3% |
| YTD | +8.7% | +29.1% | -20.4% | +10.4% |
| 1Y | +15.3% | +51.0% | -35.6% | +17.5% |
| 3Y | +46.0% | +1.5% | +44.5% | +54.2% |
| All | +46.0% | +1.5% | +44.5% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling