+755.5%
FN vs WAB
+269.8%
+485.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.5% |
| 7D | +20.8% | +7.9% | +12.9% | +16.1% |
| 30D | -17.3% | +4.9% | -22.2% | -18.7% |
| 3M | -38.1% | +1.8% | -39.9% | -38.1% |
| 6M | -44.2% | +12.0% | -56.2% | -47.2% |
| YTD | -22.3% | +41.3% | -63.6% | -34.5% |
| 1Y | -20.9% | +43.8% | -64.8% | -33.8% |
| 3Y | +111.1% | +171.1% | -60.0% | +33.1% |
| 5Y | +191.8% | +217.7% | -25.9% | +70.6% |
| All | +755.5% | +269.8% | +485.7% | +311.5% |
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