+102.4%
FN vs WAB
+157.8%
-55.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.8% | +9.8% | +9.9% |
| 7D | 0.0% | +1.4% | -1.5% | -0.6% |
| 30D | -34.3% | +0.4% | -34.7% | -33.8% |
| 3M | -39.9% | -3.8% | -36.0% | -37.0% |
| 6M | -51.8% | +5.1% | -56.9% | -53.8% |
| YTD | -28.1% | +33.3% | -61.5% | -45.1% |
| 1Y | -29.1% | +39.8% | -68.9% | -47.9% |
| 3Y | +102.4% | +161.1% | -58.6% | -8.2% |
| All | +102.4% | +157.8% | -55.3% | -8.2% |
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