+173.5%
FN vs WAT
+32.4%
+141.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.6% |
| 30D | -34.3% | +5.0% | -39.3% | -35.1% |
| 3M | -39.9% | +14.5% | -54.3% | -42.6% |
| 6M | -51.8% | +30.9% | -82.7% | -56.3% |
| YTD | -28.1% | +20.5% | -48.6% | -33.6% |
| 1Y | -29.1% | +23.3% | -52.4% | -35.0% |
| 3Y | +102.4% | +81.5% | +21.0% | +50.7% |
| All | +173.5% | +32.4% | +141.1% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling