-25.7%
FN vs BWA
+17.4%
-43.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.4% | -4.4% |
| 7D | -7.0% | -9.9% | +2.9% | -0.9% |
| 30D | -24.7% | -16.4% | -8.4% | -15.9% |
| 3M | -35.7% | -19.8% | -15.8% | -26.3% |
| 6M | -52.4% | -10.0% | -42.4% | -46.2% |
| YTD | -25.0% | +12.7% | -37.7% | -27.8% |
| 1Y | -25.7% | +15.7% | -41.3% | -29.5% |
| All | -25.7% | +17.4% | -43.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling