+3,689.8%
FN vs WAB
+1,383.7%
+2,306.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.7% |
| 7D | -1.7% | -3.2% | +1.5% | +0.1% |
| 30D | -22.0% | -4.4% | -17.5% | -19.9% |
| 3M | -43.0% | +7.9% | -50.9% | -45.4% |
| 6M | -27.7% | +8.7% | -36.5% | -30.7% |
| YTD | -10.5% | +33.0% | -43.5% | -22.9% |
| 1Y | +12.5% | +46.7% | -34.2% | -7.7% |
| 3Y | +153.8% | +153.0% | +0.8% | +60.5% |
| 5Y | +288.0% | +222.3% | +65.7% | +117.7% |
| 10Y | +906.4% | +291.0% | +615.4% | +354.8% |
| All | +3,689.8% | +1,383.7% | +2,306.0% | +724.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling