+345.7%
WM vs FN
+663.9%
-318.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.2% | +15.4% | +1.7% |
| 7D | +4.5% | -16.0% | +20.5% | +5.0% |
| 30D | +16.1% | -40.1% | +56.2% | +18.2% |
| 3M | +8.0% | -43.9% | +51.9% | +10.1% |
| 6M | +8.4% | -55.6% | +64.0% | +11.4% |
| YTD | +11.2% | -35.7% | +46.9% | +10.5% |
| 1Y | +22.3% | -39.8% | +62.2% | +21.8% |
| 3Y | +50.2% | +80.3% | -30.0% | +30.6% |
| 5Y | +63.3% | +143.3% | -80.0% | +33.7% |
| All | +345.7% | +663.9% | -318.3% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling