+12.5%
FN vs BWA
+59.1%
-46.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +1.7% |
| 7D | -1.7% | +5.7% | -7.3% | -4.4% |
| 30D | -22.0% | +1.4% | -23.4% | -22.3% |
| 3M | -43.0% | -12.1% | -30.9% | -39.3% |
| 6M | -27.7% | +28.6% | -56.3% | -32.1% |
| YTD | -10.5% | +51.1% | -61.6% | -24.5% |
| 1Y | +12.5% | +55.9% | -43.4% | -7.1% |
| All | +12.5% | +59.1% | -46.6% | -7.1% |
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