-25.7%
FN vs WCN
+16.1%
-41.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.7% | -3.7% |
| 7D | -7.0% | +6.7% | -13.7% | -1.5% |
| 30D | -24.7% | +24.3% | -49.0% | -9.9% |
| 3M | -35.7% | +16.1% | -51.8% | -26.2% |
| 6M | -52.4% | +19.9% | -72.4% | -44.3% |
| YTD | -25.0% | +10.1% | -35.1% | -11.9% |
| 1Y | -25.7% | +14.4% | -40.1% | -13.0% |
| All | -25.7% | +16.1% | -41.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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