+794.1%
FN vs WAT
+228.2%
+565.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.7% |
| 7D | -4.1% | +3.4% | -7.5% | -5.0% |
| 30D | -28.3% | +9.6% | -38.0% | -30.5% |
| 3M | -33.9% | +15.5% | -49.4% | -37.3% |
| 6M | -43.9% | +33.9% | -77.8% | -50.0% |
| YTD | -23.4% | +25.2% | -48.6% | -31.0% |
| 1Y | -25.4% | +26.3% | -51.7% | -32.9% |
| 3Y | +107.9% | +85.8% | +22.1% | +52.2% |
| 5Y | +195.1% | +35.3% | +159.8% | +142.0% |
| 10Y | +794.1% | +231.8% | +562.3% | +439.0% |
| All | +794.1% | +228.2% | +565.9% | +439.0% |
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