+173.5%
FN vs WEC
+51.2%
+122.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.7% | +11.5% |
| 7D | 0.0% | -0.2% | +0.1% | -0.1% |
| 30D | -34.3% | +12.3% | -46.6% | -34.2% |
| 3M | -39.9% | +8.3% | -48.1% | -39.8% |
| 6M | -51.8% | +3.5% | -55.3% | -51.8% |
| YTD | -28.1% | +12.7% | -40.9% | -28.3% |
| 1Y | -29.1% | +8.2% | -37.2% | -29.1% |
| 3Y | +102.4% | +55.9% | +46.6% | +89.9% |
| All | +173.5% | +51.2% | +122.3% | +164.1% |
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