-29.1%
FN vs WCC
+13.7%
-42.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.5% | +9.5% |
| 7D | 0.0% | -14.7% | +14.6% | +17.4% |
| 30D | -34.3% | -20.1% | -14.3% | -17.9% |
| 3M | -39.9% | -21.2% | -18.7% | -23.3% |
| 6M | -51.8% | -19.2% | -32.7% | -39.6% |
| YTD | -28.1% | +20.2% | -48.4% | -39.8% |
| 1Y | -29.1% | +14.5% | -43.5% | -36.4% |
| All | -29.1% | +13.7% | -42.8% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling