+289.3%
FN vs WAT
-3.2%
+292.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | -22.0% | +2.3% | -24.3% | -22.6% |
| 3M | -43.0% | +8.7% | -51.7% | -44.5% |
| 6M | -27.7% | +28.3% | -56.1% | -34.3% |
| YTD | -10.5% | +7.8% | -18.3% | -14.0% |
| 1Y | +12.5% | +36.6% | -24.1% | -1.2% |
| 3Y | +153.8% | +45.7% | +108.1% | +109.3% |
| All | +289.3% | -3.2% | +292.5% | +223.8% |
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