+191.8%
FN vs WY
-32.2%
+224.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | +20.8% | -5.4% | +26.2% | +22.6% |
| 30D | -17.3% | +7.9% | -25.1% | -20.1% |
| 3M | -38.1% | -16.6% | -21.5% | -34.5% |
| 6M | -44.2% | -11.2% | -33.0% | -42.8% |
| YTD | -22.3% | -11.3% | -11.0% | -21.4% |
| 1Y | -20.9% | -5.5% | -15.4% | -22.5% |
| 3Y | +111.1% | -25.4% | +136.5% | +124.6% |
| 5Y | +191.8% | -32.4% | +224.2% | +228.4% |
| All | +191.8% | -32.2% | +224.0% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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