+51.6%
WCN vs FGI
+12.3%
+39.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.9% |
| 7D | +1.2% | +13.5% | -12.3% | +1.3% |
| 30D | +26.4% | +17.1% | +9.3% | +26.6% |
| 3M | +17.5% | +78.0% | -60.5% | +18.6% |
| 6M | +28.7% | +46.4% | -17.7% | +29.8% |
| YTD | +11.5% | +47.7% | -36.2% | +13.3% |
| 1Y | +15.9% | +56.8% | -40.9% | +18.0% |
| All | +51.6% | +12.3% | +39.3% | +59.0% |
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