-21.7%
FN vs WCC
+23.3%
-45.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.1% | +3.7% | +3.7% |
| 7D | +16.3% | -5.7% | +22.0% | +23.9% |
| 30D | -24.7% | -13.5% | -11.3% | -12.9% |
| 3M | -34.9% | -12.9% | -22.1% | -24.6% |
| 6M | -41.1% | -10.7% | -30.4% | -33.0% |
| YTD | -19.6% | +30.0% | -49.6% | -37.2% |
| All | -21.7% | +23.3% | -45.0% | -32.7% |
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