+890.0%
FN vs WSM
+1,015.9%
-125.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +3.5% | +2.6% | +1.0% | +2.8% |
| 30D | -26.0% | -9.5% | -16.5% | -23.9% |
| 3M | -33.3% | +12.9% | -46.1% | -36.0% |
| 6M | -14.9% | +23.0% | -38.0% | -20.5% |
| YTD | -8.6% | +28.9% | -37.5% | -15.8% |
| 1Y | +12.3% | +13.7% | -1.4% | +7.2% |
| 3Y | +174.4% | +232.6% | -58.2% | +89.4% |
| 5Y | +296.4% | +185.9% | +110.6% | +173.9% |
| 10Y | +890.0% | +998.6% | -108.6% | +341.8% |
| All | +890.0% | +1,015.9% | -125.9% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling