+743.6%
FN vs WAT
+227.3%
+516.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.7% |
| 30D | -34.3% | +5.0% | -39.3% | -35.3% |
| 3M | -39.9% | +14.5% | -54.3% | -42.9% |
| 6M | -51.8% | +30.9% | -82.7% | -56.7% |
| YTD | -28.1% | +20.5% | -48.6% | -34.3% |
| 1Y | -29.1% | +23.3% | -52.4% | -35.7% |
| 3Y | +102.4% | +81.5% | +21.0% | +49.4% |
| 5Y | +171.7% | +33.4% | +138.3% | +123.5% |
| All | +743.6% | +227.3% | +516.3% | +415.6% |
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