+743.6%
FN vs WEC
+176.2%
+567.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.7% | +11.8% |
| 7D | 0.0% | -0.2% | +0.1% | -0.1% |
| 30D | -34.3% | +12.3% | -46.6% | -35.2% |
| 3M | -39.9% | +8.3% | -48.1% | -40.4% |
| 6M | -51.8% | +3.5% | -55.3% | -52.1% |
| YTD | -28.1% | +12.7% | -40.9% | -29.3% |
| 1Y | -29.1% | +8.2% | -37.2% | -29.9% |
| 3Y | +102.4% | +55.9% | +46.6% | +87.0% |
| 5Y | +171.7% | +51.2% | +120.4% | +151.9% |
| All | +743.6% | +176.2% | +567.3% | +749.2% |
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