+191.8%
FN vs WSM
+165.0%
+26.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -2.7% |
| 7D | +20.8% | -3.2% | +24.0% | +22.0% |
| 30D | -17.3% | +4.6% | -21.9% | -18.8% |
| 3M | -38.1% | +2.4% | -40.6% | -38.9% |
| 6M | -44.2% | +43.7% | -87.9% | -51.0% |
| YTD | -22.3% | +42.1% | -64.4% | -31.5% |
| 1Y | -20.9% | +32.3% | -53.2% | -28.7% |
| 3Y | +111.1% | +253.0% | -141.9% | +39.9% |
| 5Y | +191.8% | +161.3% | +30.5% | +81.9% |
| All | +191.8% | +165.0% | +26.8% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling