-36.5%
FN vs WEC
+9.0%
-45.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.2% | -14.4% | -14.2% |
| 7D | -16.0% | +3.2% | -19.2% | -14.6% |
| 30D | -40.1% | +14.7% | -54.8% | -37.6% |
| 3M | -43.9% | +10.2% | -54.1% | -42.1% |
| 6M | -55.6% | +4.5% | -60.1% | -55.4% |
| YTD | -35.7% | +15.1% | -50.8% | -32.8% |
| All | -36.5% | +9.0% | -45.5% | -33.6% |
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