+2,943.1%
FN vs WSM
+2,775.1%
+168.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.4% | +12.2% |
| 7D | 0.0% | +0.5% | -0.6% | -0.4% |
| 30D | -34.3% | +6.0% | -40.3% | -35.8% |
| 3M | -39.9% | +3.2% | -43.1% | -40.8% |
| 6M | -51.8% | +37.1% | -88.9% | -57.0% |
| YTD | -28.1% | +44.2% | -72.3% | -36.9% |
| 1Y | -29.1% | +34.2% | -63.3% | -36.3% |
| 3Y | +102.4% | +249.3% | -146.8% | +30.9% |
| 5Y | +171.7% | +169.3% | +2.4% | +81.6% |
| 10Y | +773.5% | +1,241.2% | -467.7% | +197.9% |
| All | +2,943.1% | +2,775.1% | +168.0% | +647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling