+64.8%
WCN vs FGI
-74.8%
+139.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | 0.0% |
| 7D | +2.6% | -14.4% | +17.0% | +2.6% |
| 30D | +23.9% | -11.8% | +35.7% | +23.9% |
| 3M | +17.4% | -46.2% | +63.7% | +17.3% |
| 6M | +28.0% | +5.2% | +22.8% | +28.3% |
| YTD | +11.6% | +10.5% | +1.0% | +12.2% |
| 1Y | +16.9% | +25.5% | -8.6% | +17.5% |
| 3Y | +51.6% | -16.0% | +67.6% | +53.3% |
| All | +64.8% | -74.8% | +139.6% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling