+93.9%
FN vs WAB
+168.8%
-75.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -6.5% |
| 7D | +0.3% | +5.1% | -4.8% | -4.2% |
| 30D | -16.5% | +4.0% | -20.5% | -18.6% |
| 3M | -42.1% | +0.1% | -42.2% | -41.4% |
| 6M | -52.9% | +12.8% | -65.7% | -57.7% |
| YTD | -28.0% | +40.1% | -68.0% | -47.5% |
| 1Y | -18.5% | +46.4% | -64.9% | -42.9% |
| 3Y | +93.9% | +167.4% | -73.5% | -23.9% |
| All | +93.9% | +168.8% | -75.0% | -23.9% |
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