+2,625.3%
FN vs WU
-1.4%
+2,626.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +6.5% | -20.8% | -16.6% |
| 7D | -16.0% | +13.0% | -29.0% | -20.3% |
| 30D | -40.1% | +14.3% | -54.4% | -43.7% |
| 3M | -43.9% | +0.1% | -44.0% | -44.8% |
| 6M | -55.6% | -17.7% | -37.9% | -53.6% |
| YTD | -35.7% | -17.3% | -18.3% | -33.3% |
| 1Y | -39.8% | -11.1% | -28.8% | -39.8% |
| 3Y | +80.3% | -19.8% | +100.1% | +82.3% |
| 5Y | +143.3% | -40.5% | +183.8% | +173.7% |
| 10Y | +682.3% | -33.7% | +716.0% | +689.3% |
| All | +2,625.3% | -1.4% | +2,626.7% | +2,059.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling