+81.3%
FN vs WCC
+106.2%
-24.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.6% | -4.7% | -7.5% |
| 7D | -16.0% | -21.9% | +5.9% | +0.4% |
| 30D | -40.1% | -25.4% | -14.7% | -26.2% |
| 3M | -43.9% | -23.1% | -20.8% | -31.7% |
| 6M | -55.6% | -18.1% | -37.6% | -47.9% |
| YTD | -35.7% | +17.7% | -53.3% | -39.3% |
| 1Y | -39.8% | +12.4% | -52.2% | -41.4% |
| All | +81.3% | +106.2% | -24.9% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling