+794.1%
FN vs BWA
+95.2%
+698.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.8% | -3.8% |
| 7D | -4.1% | -2.4% | -1.6% | -2.2% |
| 30D | -28.3% | -17.7% | -10.6% | -20.4% |
| 3M | -33.9% | -27.0% | -6.9% | -22.1% |
| 6M | -43.9% | -17.3% | -26.6% | -37.3% |
| YTD | -23.4% | +12.9% | -36.3% | -27.3% |
| 1Y | -25.4% | +12.9% | -38.3% | -29.2% |
| 3Y | +107.9% | +62.1% | +45.8% | +62.5% |
| 5Y | +195.1% | +30.7% | +164.4% | +145.7% |
| 10Y | +794.1% | +89.2% | +704.9% | +559.8% |
| All | +794.1% | +95.2% | +698.9% | +559.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling