+143.3%
FN vs WEC
+56.3%
+87.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.2% | -14.4% | -14.2% |
| 7D | -16.0% | +3.2% | -19.2% | -15.8% |
| 30D | -40.1% | +14.7% | -54.8% | -40.0% |
| 3M | -43.9% | +10.2% | -54.1% | -43.8% |
| 6M | -55.6% | +4.5% | -60.1% | -55.6% |
| YTD | -35.7% | +15.1% | -50.8% | -35.7% |
| 1Y | -39.8% | +9.4% | -49.2% | -39.8% |
| 3Y | +80.3% | +56.9% | +23.4% | +69.9% |
| 5Y | +143.3% | +54.4% | +88.8% | +134.5% |
| All | +143.3% | +56.3% | +87.0% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling