+826.4%
FN vs WSM
+1,313.8%
-487.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.0% | +8.9% | +11.0% |
| 7D | +16.3% | +0.9% | +15.4% | +15.9% |
| 30D | -24.7% | +8.6% | -33.3% | -26.8% |
| 3M | -34.9% | +4.2% | -39.2% | -36.0% |
| 6M | -41.1% | +44.6% | -85.7% | -47.7% |
| YTD | -19.6% | +48.5% | -68.1% | -29.2% |
| 1Y | -18.5% | +34.7% | -53.2% | -26.1% |
| 3Y | +119.1% | +271.0% | -151.9% | +46.6% |
| 5Y | +206.9% | +180.9% | +26.0% | +112.0% |
| 10Y | +826.4% | +1,235.4% | -408.9% | +295.1% |
| All | +826.4% | +1,313.8% | -487.4% | +295.1% |
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