+160.3%
FN vs WAT
+46.1%
+114.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | -22.0% | +2.3% | -24.3% | -22.5% |
| 3M | -43.0% | +8.7% | -51.7% | -44.3% |
| 6M | -27.7% | +28.3% | -56.1% | -33.5% |
| YTD | -10.5% | +7.8% | -18.3% | -13.2% |
| 1Y | +12.5% | +36.6% | -24.1% | +0.4% |
| All | +160.3% | +46.1% | +114.2% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling