+860.4%
FN vs WCC
+498.7%
+361.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.7% | +1.5% |
| 7D | -1.7% | +4.5% | -6.2% | -3.5% |
| 30D | -22.0% | -5.8% | -16.2% | -19.6% |
| 3M | -43.0% | -3.7% | -39.3% | -41.7% |
| 6M | -27.7% | +23.1% | -50.8% | -32.7% |
| YTD | -10.5% | +44.2% | -54.7% | -21.8% |
| 1Y | +12.5% | +62.1% | -49.6% | -6.3% |
| 3Y | +153.8% | +121.1% | +32.7% | +84.2% |
| 5Y | +288.0% | +214.0% | +74.0% | +140.7% |
| All | +860.4% | +498.7% | +361.7% | +348.8% |
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