+3,689.8%
FN vs WEC
+612.4%
+3,077.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -22.0% | -1.3% | -20.7% | -21.8% |
| 3M | -43.0% | -3.9% | -39.1% | -42.7% |
| 6M | -27.7% | -8.3% | -19.4% | -26.6% |
| YTD | -10.5% | +3.1% | -13.6% | -11.5% |
| 1Y | +12.5% | +1.9% | +10.6% | +11.3% |
| 3Y | +153.8% | +41.9% | +111.9% | +126.0% |
| 5Y | +288.0% | +30.8% | +257.2% | +250.9% |
| 10Y | +906.4% | +141.9% | +764.5% | +589.2% |
| All | +3,689.8% | +612.4% | +3,077.4% | +1,063.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling