+3,689.8%
FN vs WY
+197.0%
+3,492.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | -1.7% | -1.7% | 0.0% | -0.9% |
| 30D | -22.0% | -10.1% | -11.9% | -18.5% |
| 3M | -43.0% | -5.1% | -37.9% | -42.3% |
| 6M | -27.7% | -4.8% | -23.0% | -26.9% |
| YTD | -10.5% | -0.2% | -10.3% | -12.2% |
| 1Y | +12.5% | -6.6% | +19.1% | +13.0% |
| 3Y | +153.8% | -22.7% | +176.5% | +171.7% |
| 5Y | +288.0% | -22.2% | +310.2% | +309.9% |
| 10Y | +906.4% | +7.3% | +899.1% | +738.3% |
| All | +3,689.8% | +197.0% | +3,492.8% | +1,921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling