+3,689.8%
FN vs WTW
+454.3%
+3,235.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.3% | +3.9% |
| 7D | -1.7% | -2.6% | +0.9% | -0.8% |
| 30D | -22.0% | -1.0% | -21.0% | -21.9% |
| 3M | -43.0% | +29.9% | -72.9% | -49.2% |
| 6M | -27.7% | +10.7% | -38.5% | -32.2% |
| YTD | -10.5% | +2.6% | -13.1% | -14.4% |
| 1Y | +12.5% | +2.8% | +9.7% | +6.9% |
| 3Y | +153.8% | +67.3% | +86.5% | +79.3% |
| 5Y | +288.0% | +56.6% | +231.4% | +180.2% |
| 10Y | +906.4% | +204.1% | +702.4% | +351.9% |
| All | +3,689.8% | +454.3% | +3,235.5% | +994.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling