+755.5%
FN vs WCC
+440.3%
+315.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +20.8% | +14.2% | +6.5% | +14.0% |
| 30D | -17.3% | -9.8% | -7.5% | -12.5% |
| 3M | -38.1% | -10.1% | -28.0% | -34.0% |
| 6M | -44.2% | -9.4% | -34.8% | -40.5% |
| YTD | -22.3% | +34.4% | -56.7% | -29.1% |
| 1Y | -20.9% | +23.3% | -44.2% | -25.1% |
| 3Y | +111.1% | +137.9% | -26.9% | +53.0% |
| 5Y | +191.8% | +144.0% | +47.8% | +100.9% |
| All | +755.5% | +440.3% | +315.2% | +356.3% |
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