+743.6%
FN vs WU
-36.0%
+779.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.7% | +12.3% |
| 7D | 0.0% | +11.7% | -11.7% | -4.1% |
| 30D | -34.3% | +12.6% | -46.9% | -37.3% |
| 3M | -39.9% | -0.5% | -39.4% | -40.5% |
| 6M | -51.8% | -18.2% | -33.6% | -49.9% |
| YTD | -28.1% | -19.0% | -9.2% | -25.4% |
| 1Y | -29.1% | -16.7% | -12.4% | -27.3% |
| 3Y | +102.4% | -21.0% | +123.5% | +105.2% |
| 5Y | +171.7% | -41.7% | +213.3% | +205.2% |
| All | +743.6% | -36.0% | +779.6% | +730.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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