+743.6%
FN vs GWW
+699.0%
+44.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.4% | +11.9% |
| 7D | 0.0% | +6.0% | -6.0% | -2.3% |
| 30D | -34.3% | +14.0% | -48.3% | -37.6% |
| 3M | -39.9% | +12.5% | -52.4% | -42.7% |
| 6M | -51.8% | +23.6% | -75.5% | -56.2% |
| YTD | -28.1% | +43.6% | -71.8% | -38.8% |
| 1Y | -29.1% | +52.5% | -81.6% | -41.0% |
| 3Y | +102.4% | +92.6% | +9.9% | +53.9% |
| 5Y | +171.7% | +219.0% | -47.4% | +70.4% |
| All | +743.6% | +699.0% | +44.6% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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