+206.7%
FN vs WU
-44.4%
+251.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.0% | +8.9% | +6.5% |
| 7D | +8.0% | +2.1% | +5.9% | +7.1% |
| 30D | -19.1% | +10.1% | -29.3% | -21.5% |
| 3M | -29.8% | -1.1% | -28.7% | -30.3% |
| 6M | -43.2% | -19.8% | -23.4% | -41.2% |
| YTD | -18.9% | -20.8% | +1.8% | -16.2% |
| 1Y | -17.9% | -15.1% | -2.8% | -17.1% |
| 3Y | +120.1% | -23.2% | +143.3% | +122.6% |
| 5Y | +206.7% | -42.6% | +249.3% | +241.7% |
| All | +206.7% | -44.4% | +251.1% | +241.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling