+305.6%
WM vs FN
+900.0%
-594.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.4% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | -2.4% | -22.0% | +19.6% | -1.4% |
| 3M | +0.4% | -43.0% | +43.4% | +2.9% |
| 6M | -9.5% | -27.7% | +18.3% | -9.2% |
| YTD | +0.5% | -10.5% | +11.0% | -1.1% |
| 1Y | -1.1% | +12.5% | -13.6% | -4.9% |
| 3Y | +46.0% | +153.8% | -107.8% | +25.2% |
| 5Y | +51.8% | +288.0% | -236.2% | +20.5% |
| All | +305.6% | +900.0% | -594.4% | +180.7% |
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