-55.6%
FN vs WAT
+34.0%
-89.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.1% | -11.1% | -13.2% |
| 7D | -16.0% | -5.6% | -10.4% | -14.8% |
| 30D | -40.1% | +3.8% | -43.9% | -39.6% |
| 3M | -43.9% | +13.3% | -57.2% | -44.1% |
| 6M | -55.6% | +32.2% | -87.8% | -52.2% |
| All | -55.6% | +34.0% | -89.6% | -52.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling