+860.4%
FN vs WCN
+238.4%
+622.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | -1.7% | -0.6% | -1.0% | -1.4% |
| 30D | -22.0% | +0.4% | -22.4% | -22.3% |
| 3M | -43.0% | +7.3% | -50.3% | -45.7% |
| 6M | -27.7% | -2.5% | -25.2% | -28.4% |
| YTD | -10.5% | -5.4% | -5.1% | -10.4% |
| 1Y | +12.5% | -8.5% | +20.9% | +14.1% |
| 3Y | +153.8% | +20.8% | +133.0% | +114.6% |
| 5Y | +288.0% | +30.0% | +258.0% | +209.0% |
| All | +860.4% | +238.4% | +622.0% | +382.1% |
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