+206.9%
FN vs WAB
+216.2%
-9.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.7% | +7.5% |
| 7D | +16.3% | +4.0% | +12.3% | +13.7% |
| 30D | -24.7% | +4.5% | -29.2% | -26.6% |
| 3M | -34.9% | +2.3% | -37.2% | -35.4% |
| 6M | -41.1% | +12.5% | -53.6% | -46.3% |
| YTD | -19.6% | +40.2% | -59.8% | -38.5% |
| 1Y | -18.5% | +45.2% | -63.7% | -39.1% |
| 3Y | +119.1% | +171.8% | -52.7% | +4.8% |
| 5Y | +206.9% | +217.6% | -10.7% | +28.4% |
| All | +206.9% | +216.2% | -9.3% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling