+81.3%
FN vs WAB
+153.1%
-71.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.6% | -8.7% | -8.9% |
| 7D | -16.0% | -2.5% | -13.5% | -13.3% |
| 30D | -40.1% | -4.4% | -35.8% | -37.0% |
| 3M | -43.9% | -5.9% | -38.0% | -40.1% |
| 6M | -55.6% | +5.9% | -61.6% | -57.8% |
| YTD | -35.7% | +30.9% | -66.6% | -50.0% |
| 1Y | -39.8% | +35.8% | -75.6% | -54.6% |
| All | +81.3% | +153.1% | -71.8% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling