+81.3%
FN vs BWA
+47.7%
+33.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.7% | -8.6% | -11.0% |
| 7D | -16.0% | -10.8% | -5.2% | -10.0% |
| 30D | -40.1% | -25.0% | -15.1% | -29.5% |
| 3M | -43.9% | -28.6% | -15.3% | -32.1% |
| 6M | -55.6% | -16.6% | -39.1% | -49.5% |
| YTD | -35.7% | +6.3% | -42.0% | -36.2% |
| 1Y | -39.8% | +7.2% | -47.0% | -40.6% |
| All | +81.3% | +47.7% | +33.6% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling