+2,625.3%
FN vs WAT
+560.7%
+2,064.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.1% | -11.1% | -12.9% |
| 7D | -16.0% | -5.6% | -10.4% | -13.5% |
| 30D | -40.1% | +3.8% | -43.9% | -40.9% |
| 3M | -43.9% | +13.3% | -57.2% | -46.9% |
| 6M | -55.6% | +32.2% | -87.8% | -61.0% |
| YTD | -35.7% | +19.3% | -54.9% | -42.0% |
| 1Y | -39.8% | +21.8% | -61.6% | -46.2% |
| 3Y | +80.3% | +73.9% | +6.3% | +29.2% |
| 5Y | +143.3% | +32.1% | +111.2% | +94.1% |
| 10Y | +682.3% | +228.2% | +454.1% | +254.4% |
| All | +2,625.3% | +560.7% | +2,064.6% | +690.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling