+794.1%
FN vs WU
-35.7%
+829.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -5.9% | -5.1% |
| 7D | -4.1% | +11.0% | -15.1% | -7.7% |
| 30D | -28.3% | +13.4% | -41.7% | -31.7% |
| 3M | -33.9% | +2.2% | -36.1% | -35.2% |
| 6M | -43.9% | -18.2% | -25.7% | -41.6% |
| YTD | -23.4% | -18.3% | -5.2% | -20.7% |
| 1Y | -25.4% | -12.2% | -13.2% | -25.0% |
| 3Y | +107.9% | -20.8% | +128.7% | +110.6% |
| 5Y | +195.1% | -42.6% | +237.7% | +234.2% |
| 10Y | +794.1% | -35.5% | +829.6% | +772.3% |
| All | +794.1% | -35.7% | +829.8% | +772.3% |
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