+2,625.3%
FN vs BWA
+227.0%
+2,398.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.7% | -8.6% | -11.4% |
| 7D | -16.0% | -10.8% | -5.2% | -10.6% |
| 30D | -40.1% | -25.0% | -15.1% | -30.4% |
| 3M | -43.9% | -28.6% | -15.3% | -33.0% |
| 6M | -55.6% | -16.6% | -39.1% | -50.7% |
| YTD | -35.7% | +6.3% | -42.0% | -37.6% |
| 1Y | -39.8% | +7.2% | -47.0% | -41.9% |
| 3Y | +80.3% | +48.2% | +32.1% | +44.9% |
| 5Y | +143.3% | +23.4% | +119.9% | +106.0% |
| 10Y | +682.3% | +84.0% | +598.3% | +387.9% |
| All | +2,625.3% | +227.0% | +2,398.4% | +1,317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling