+81.3%
FN vs WAT
+73.0%
+8.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.1% | -11.1% | -13.3% |
| 7D | -16.0% | -5.6% | -10.4% | -14.4% |
| 30D | -40.1% | +3.8% | -43.9% | -40.5% |
| 3M | -43.9% | +13.3% | -57.2% | -45.8% |
| 6M | -55.6% | +32.2% | -87.8% | -59.1% |
| YTD | -35.7% | +19.3% | -54.9% | -39.2% |
| 1Y | -39.8% | +21.8% | -61.6% | -43.5% |
| All | +81.3% | +73.0% | +8.3% | +51.9% |
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