+804.7%
FN vs WAT
+230.7%
+573.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +6.3% |
| 7D | +8.0% | +0.7% | +7.3% | +8.0% |
| 30D | -19.1% | +9.0% | -28.1% | -21.4% |
| 3M | -29.8% | +13.5% | -43.3% | -33.0% |
| 6M | -43.2% | +35.3% | -78.5% | -49.5% |
| YTD | -18.9% | +24.0% | -42.9% | -26.7% |
| 1Y | -17.9% | +22.0% | -39.8% | -25.1% |
| 3Y | +120.1% | +84.0% | +36.1% | +61.7% |
| 5Y | +206.7% | +34.4% | +172.3% | +152.1% |
| 10Y | +804.7% | +231.4% | +573.2% | +441.1% |
| All | +804.7% | +230.7% | +573.9% | +441.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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