+102.4%
FN vs WCN
+45.2%
+57.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.0% | +11.2% |
| 7D | 0.0% | +2.9% | -3.0% | +1.0% |
| 30D | -34.3% | +22.1% | -56.4% | -30.8% |
| 3M | -39.9% | +13.2% | -53.0% | -37.2% |
| 6M | -51.8% | +23.7% | -75.5% | -50.0% |
| YTD | -28.1% | +8.7% | -36.9% | -23.7% |
| 1Y | -29.1% | +15.3% | -44.4% | -25.9% |
| 3Y | +102.4% | +46.0% | +56.4% | +72.7% |
| All | +102.4% | +45.2% | +57.3% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling