+794.1%
FN vs WCN
+300.6%
+493.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.9% |
| 7D | -4.1% | +2.6% | -6.7% | -5.0% |
| 30D | -28.3% | +25.3% | -53.6% | -34.7% |
| 3M | -33.9% | +15.2% | -49.1% | -37.9% |
| 6M | -43.9% | +26.4% | -70.3% | -50.2% |
| YTD | -23.4% | +9.9% | -33.4% | -28.0% |
| 1Y | -25.4% | +16.2% | -41.6% | -32.0% |
| 3Y | +107.9% | +49.4% | +58.5% | +59.3% |
| 5Y | +195.1% | +46.2% | +148.9% | +125.7% |
| 10Y | +794.1% | +305.7% | +488.4% | +361.0% |
| All | +794.1% | +300.6% | +493.5% | +361.0% |
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