+81.3%
FN vs WEC
+57.1%
+24.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.2% | -14.4% | -14.2% |
| 7D | -16.0% | +3.2% | -19.2% | -14.8% |
| 30D | -40.1% | +14.7% | -54.8% | -37.0% |
| 3M | -43.9% | +10.2% | -54.1% | -41.8% |
| 6M | -55.6% | +4.5% | -60.1% | -54.8% |
| YTD | -35.7% | +15.1% | -50.8% | -32.0% |
| 1Y | -39.8% | +9.4% | -49.2% | -37.5% |
| All | +81.3% | +57.1% | +24.2% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling