-25.7%
FN vs WEC
+9.7%
-35.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.3% | -8.3% | -4.9% |
| 7D | -7.0% | +6.9% | -13.9% | -4.5% |
| 30D | -24.7% | +16.6% | -41.3% | -21.9% |
| 3M | -35.7% | +9.1% | -44.7% | -33.9% |
| 6M | -52.4% | +3.2% | -55.6% | -52.2% |
| YTD | -25.0% | +14.9% | -39.9% | -22.9% |
| 1Y | -25.7% | +9.2% | -34.9% | -21.6% |
| All | -25.7% | +9.7% | -35.3% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling