-18.5%
FN vs WU
-15.0%
-3.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.4% | -8.7% | -7.2% |
| 7D | +0.3% | -2.0% | +2.3% | +0.1% |
| 30D | -16.5% | +11.4% | -27.9% | -16.7% |
| 3M | -42.1% | -6.8% | -35.3% | -41.3% |
| 6M | -52.9% | -14.6% | -38.3% | -53.7% |
| YTD | -28.0% | -20.6% | -7.3% | -28.1% |
| 1Y | -18.5% | -15.4% | -3.1% | -20.1% |
| All | -18.5% | -15.0% | -3.5% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling