+60.6%
WM vs FN
+197.1%
-136.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +1.5% |
| 7D | +5.9% | -7.0% | +12.9% | +5.9% |
| 30D | +15.4% | -24.7% | +40.1% | +15.3% |
| 3M | +6.3% | -35.7% | +42.0% | +6.3% |
| 6M | +5.6% | -52.4% | +58.0% | +6.0% |
| YTD | +9.9% | -25.0% | +34.9% | +9.0% |
| 1Y | +20.8% | -25.7% | +46.5% | +19.6% |
| 3Y | +48.5% | +110.2% | -61.7% | +35.9% |
| 5Y | +60.6% | +192.3% | -131.8% | +35.6% |
| All | +60.6% | +197.1% | -136.5% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling