+794.1%
FN vs WTW
+222.3%
+571.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.6% | -5.1% |
| 7D | -4.1% | +1.6% | -5.7% | -4.5% |
| 30D | -28.3% | +12.4% | -40.7% | -30.4% |
| 3M | -33.9% | -2.6% | -31.2% | -33.9% |
| 6M | -43.9% | +30.8% | -74.7% | -48.5% |
| YTD | -23.4% | +2.3% | -25.8% | -25.4% |
| 1Y | -25.4% | +4.9% | -30.3% | -28.1% |
| 3Y | +107.9% | +43.9% | +64.0% | +69.7% |
| 5Y | +195.1% | +53.8% | +141.2% | +129.4% |
| 10Y | +794.1% | +212.8% | +581.3% | +408.9% |
| All | +794.1% | +222.3% | +571.8% | +408.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling