+175.6%
FN vs WAT
+28.6%
+147.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.2% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -16.5% | +5.4% | -21.9% | -17.6% |
| 3M | -42.1% | +11.3% | -53.4% | -44.1% |
| 6M | -52.9% | +37.4% | -90.3% | -57.8% |
| YTD | -28.0% | +21.2% | -49.1% | -33.5% |
| 1Y | -18.5% | +21.3% | -39.9% | -24.7% |
| 3Y | +93.9% | +83.4% | +10.5% | +43.9% |
| All | +175.6% | +28.6% | +147.0% | +127.0% |
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 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