-20.9%
FN vs WAB
+44.7%
-65.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -2.8% |
| 7D | +20.8% | +7.9% | +12.9% | +11.8% |
| 30D | -17.3% | +4.9% | -22.2% | -20.3% |
| 3M | -38.1% | +1.8% | -39.9% | -38.6% |
| 6M | -44.2% | +12.0% | -56.2% | -49.4% |
| YTD | -22.3% | +41.3% | -63.6% | -48.8% |
| 1Y | -20.9% | +43.8% | -64.8% | -48.7% |
| All | -20.9% | +44.7% | -65.6% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling