+950.9%
FN vs WTW
+189.9%
+761.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.0% | +1.3% |
| 7D | +5.8% | -7.1% | +12.9% | +7.6% |
| 30D | -20.6% | -8.5% | -12.1% | -19.1% |
| 3M | -28.6% | +20.6% | -49.2% | -32.7% |
| 6M | -20.7% | +7.2% | -27.9% | -23.4% |
| YTD | -8.1% | -3.9% | -4.3% | -8.9% |
| 1Y | +13.3% | -3.6% | +16.9% | +11.7% |
| 3Y | +175.7% | +60.7% | +115.0% | +108.7% |
| 5Y | +297.4% | +42.2% | +255.3% | +215.3% |
| 10Y | +950.9% | +195.5% | +755.5% | +481.1% |
| All | +950.9% | +189.9% | +761.1% | +481.1% |
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