+3,689.8%
FN vs WSM
+2,465.8%
+1,223.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.5% |
| 7D | -1.7% | -3.3% | +1.6% | -0.6% |
| 30D | -22.0% | -8.4% | -13.6% | -19.9% |
| 3M | -43.0% | +9.7% | -52.7% | -45.0% |
| 6M | -27.7% | +16.7% | -44.4% | -31.7% |
| YTD | -10.5% | +28.7% | -39.2% | -18.1% |
| 1Y | +12.5% | +13.7% | -1.2% | +7.0% |
| 3Y | +153.8% | +230.1% | -76.3% | +67.5% |
| 5Y | +288.0% | +179.0% | +109.0% | +157.8% |
| 10Y | +906.4% | +1,002.5% | -96.1% | +269.7% |
| All | +3,689.8% | +2,465.8% | +1,223.9% | +870.4% |
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