+743.6%
FN vs WCC
+457.1%
+286.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.5% | +10.7% |
| 7D | 0.0% | -14.7% | +14.6% | +8.0% |
| 30D | -34.3% | -20.1% | -14.3% | -26.8% |
| 3M | -39.9% | -21.2% | -18.7% | -32.2% |
| 6M | -51.8% | -19.2% | -32.7% | -46.0% |
| YTD | -28.1% | +20.2% | -48.4% | -31.1% |
| 1Y | -29.1% | +14.5% | -43.5% | -30.4% |
| 3Y | +102.4% | +115.1% | -12.7% | +53.7% |
| 5Y | +171.7% | +121.5% | +50.2% | +95.9% |
| All | +743.6% | +457.1% | +286.4% | +422.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling