-17.9%
FN vs WEC
+8.0%
-25.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +6.1% |
| 7D | +8.0% | -0.5% | +8.6% | +7.7% |
| 30D | -19.1% | +12.0% | -31.1% | -16.4% |
| 3M | -29.8% | +11.1% | -40.9% | -27.7% |
| 6M | -43.2% | +6.0% | -49.2% | -43.1% |
| YTD | -18.9% | +14.3% | -33.2% | -17.4% |
| 1Y | -17.9% | +8.0% | -25.9% | -13.9% |
| All | -17.9% | +8.0% | -25.9% | -13.9% |
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