+860.4%
FN vs WAB
+288.1%
+572.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | -1.7% | -3.2% | +1.5% | 0.0% |
| 30D | -22.0% | -4.4% | -17.5% | -20.0% |
| 3M | -43.0% | +7.9% | -50.9% | -45.4% |
| 6M | -27.7% | +8.7% | -36.5% | -30.6% |
| YTD | -10.5% | +33.0% | -43.5% | -22.6% |
| 1Y | +12.5% | +46.7% | -34.2% | -7.1% |
| 3Y | +153.8% | +153.0% | +0.8% | +65.0% |
| 5Y | +288.0% | +222.3% | +65.7% | +126.8% |
| All | +860.4% | +288.1% | +572.2% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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