+175.6%
FN vs WCC
+139.9%
+35.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.3% |
| 7D | +0.3% | +9.9% | -9.7% | -4.9% |
| 30D | -16.5% | -8.4% | -8.1% | -11.2% |
| 3M | -42.1% | -10.3% | -31.8% | -37.1% |
| 6M | -52.9% | -10.5% | -42.4% | -48.6% |
| YTD | -28.0% | +32.2% | -60.1% | -35.5% |
| 1Y | -18.5% | +25.5% | -44.0% | -24.9% |
| 3Y | +93.9% | +134.7% | -40.8% | +29.3% |
| All | +175.6% | +139.9% | +35.7% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling