+143.3%
FN vs WAB
+207.7%
-64.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.6% | -8.7% | -9.6% |
| 7D | -16.0% | -2.5% | -13.5% | -13.7% |
| 30D | -40.1% | -4.4% | -35.8% | -37.4% |
| 3M | -43.9% | -5.9% | -38.0% | -40.5% |
| 6M | -55.6% | +5.9% | -61.6% | -57.5% |
| YTD | -35.7% | +30.9% | -66.6% | -48.0% |
| 1Y | -39.8% | +35.8% | -75.6% | -52.5% |
| 3Y | +80.3% | +154.0% | -73.7% | -8.7% |
| 5Y | +143.3% | +203.9% | -60.6% | +6.1% |
| All | +143.3% | +207.7% | -64.4% | +6.1% |
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