+794.1%
FN vs WAB
+288.7%
+505.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.5% | -5.7% |
| 7D | -4.1% | +4.0% | -8.1% | -5.6% |
| 30D | -28.3% | +6.3% | -34.7% | -30.1% |
| 3M | -33.9% | +3.3% | -37.2% | -34.5% |
| 6M | -43.9% | +14.5% | -58.4% | -47.6% |
| YTD | -23.4% | +42.7% | -66.1% | -35.9% |
| 1Y | -25.4% | +45.2% | -70.6% | -37.9% |
| 3Y | +107.9% | +173.8% | -65.9% | +30.3% |
| 5Y | +195.1% | +223.8% | -28.7% | +70.9% |
| 10Y | +794.1% | +280.5% | +513.6% | +337.1% |
| All | +794.1% | +288.7% | +505.4% | +337.1% |
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