+906.2%
FN vs WU
-40.1%
+946.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -22.0% | -1.1% | -20.9% | -21.9% |
| 3M | -43.0% | -3.9% | -39.1% | -43.1% |
| 6M | -27.7% | -20.7% | -7.1% | -23.3% |
| YTD | -10.5% | -18.4% | +7.8% | -6.3% |
| 1Y | +12.5% | -8.1% | +20.6% | +11.6% |
| 3Y | +153.8% | -24.2% | +178.0% | +164.2% |
| 5Y | +288.0% | -50.4% | +338.4% | +373.4% |
| All | +906.2% | -40.1% | +946.3% | +974.2% |
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