+206.7%
FN vs WCN
+46.9%
+159.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.9% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | -19.1% | +25.3% | -44.5% | -21.4% |
| 3M | -29.8% | +15.4% | -45.3% | -30.9% |
| 6M | -43.2% | +27.8% | -71.0% | -46.2% |
| YTD | -18.9% | +10.6% | -29.5% | -19.6% |
| 1Y | -17.9% | +15.8% | -33.7% | -20.2% |
| 3Y | +120.1% | +50.3% | +69.9% | +78.0% |
| 5Y | +206.7% | +46.9% | +159.8% | +139.7% |
| All | +206.7% | +46.9% | +159.8% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling