+206.9%
FN vs WCC
+141.7%
+65.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.1% | +3.7% | +7.0% |
| 7D | +16.3% | -5.7% | +22.0% | +21.4% |
| 30D | -24.7% | -13.5% | -11.3% | -17.3% |
| 3M | -34.9% | -12.9% | -22.1% | -28.2% |
| 6M | -41.1% | -10.7% | -30.4% | -35.7% |
| YTD | -19.6% | +30.0% | -49.6% | -27.4% |
| 1Y | -18.5% | +24.7% | -43.2% | -24.5% |
| 3Y | +119.1% | +136.6% | -17.4% | +45.8% |
| 5Y | +206.9% | +143.9% | +63.0% | +85.7% |
| All | +206.9% | +141.7% | +65.3% | +85.7% |
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 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