+693.0%
FN vs WCN
+322.1%
+370.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | +2.6% | -2.3% | -0.6% |
| 30D | -16.5% | +23.9% | -40.5% | -23.5% |
| 3M | -42.1% | +17.4% | -59.5% | -46.0% |
| 6M | -52.9% | +28.0% | -80.9% | -58.4% |
| YTD | -28.0% | +11.6% | -39.5% | -32.7% |
| 1Y | -18.5% | +16.9% | -35.4% | -25.8% |
| 3Y | +93.9% | +51.6% | +42.3% | +47.5% |
| 5Y | +170.5% | +48.0% | +122.5% | +105.6% |
| All | +693.0% | +322.1% | +370.9% | +262.9% |
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