+755.5%
FN vs WEC
+195.2%
+560.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +20.8% | -0.7% | +21.5% | +20.8% |
| 30D | -17.3% | +11.0% | -28.3% | -18.2% |
| 3M | -38.1% | +8.6% | -46.7% | -38.7% |
| 6M | -44.2% | +6.2% | -50.4% | -44.7% |
| YTD | -22.3% | +14.3% | -36.6% | -23.6% |
| 1Y | -20.9% | +8.4% | -29.3% | -21.8% |
| 3Y | +111.1% | +62.9% | +48.2% | +93.8% |
| 5Y | +191.8% | +55.8% | +136.0% | +169.9% |
| All | +755.5% | +195.2% | +560.3% | +752.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling