+693.0%
FN vs WTW
+218.5%
+474.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.0% | -9.3% | -7.7% |
| 7D | +0.3% | +2.0% | -1.7% | -0.2% |
| 30D | -16.5% | +12.9% | -29.4% | -19.0% |
| 3M | -42.1% | +0.7% | -42.8% | -42.6% |
| 6M | -52.9% | +39.5% | -92.4% | -57.4% |
| YTD | -28.0% | +3.1% | -31.1% | -30.0% |
| 1Y | -18.5% | +4.8% | -23.3% | -21.2% |
| 3Y | +93.9% | +42.9% | +50.9% | +59.0% |
| 5Y | +170.5% | +55.3% | +115.2% | +109.7% |
| All | +693.0% | +218.5% | +474.5% | +345.2% |
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