+906.2%
FN vs WEC
+141.2%
+764.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -22.0% | -1.3% | -20.7% | -21.9% |
| 3M | -43.0% | -3.9% | -39.1% | -42.9% |
| 6M | -27.7% | -8.3% | -19.4% | -27.2% |
| YTD | -10.5% | +3.1% | -13.6% | -11.1% |
| 1Y | +12.5% | +1.9% | +10.6% | +11.8% |
| 3Y | +153.8% | +41.9% | +111.9% | +135.7% |
| 5Y | +288.0% | +30.8% | +257.2% | +265.2% |
| All | +906.2% | +141.2% | +764.9% | +853.6% |
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 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