+2,625.3%
FN vs WCC
+727.3%
+1,898.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.6% | -4.7% | -9.9% |
| 7D | -16.0% | -21.9% | +5.9% | -5.4% |
| 30D | -40.1% | -25.4% | -14.7% | -31.1% |
| 3M | -43.9% | -23.1% | -20.8% | -35.9% |
| 6M | -55.6% | -18.1% | -37.6% | -50.4% |
| YTD | -35.7% | +17.7% | -53.3% | -38.1% |
| 1Y | -39.8% | +12.4% | -52.2% | -40.8% |
| 3Y | +80.3% | +105.9% | -25.6% | +35.2% |
| 5Y | +143.3% | +116.8% | +26.5% | +70.3% |
| 10Y | +682.3% | +456.1% | +226.2% | +230.4% |
| All | +2,625.3% | +727.3% | +1,898.0% | +753.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling