+743.6%
FN vs WCN
+309.0%
+434.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.0% | +12.1% |
| 7D | 0.0% | +2.9% | -3.0% | -1.2% |
| 30D | -34.3% | +22.1% | -56.4% | -39.6% |
| 3M | -39.9% | +13.2% | -53.0% | -43.2% |
| 6M | -51.8% | +23.7% | -75.5% | -56.9% |
| YTD | -28.1% | +8.7% | -36.9% | -32.2% |
| 1Y | -29.1% | +15.3% | -44.4% | -35.3% |
| 3Y | +102.4% | +46.0% | +56.4% | +56.7% |
| 5Y | +171.7% | +45.9% | +125.7% | +107.2% |
| All | +743.6% | +309.0% | +434.6% | +321.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling