+109.1%
FN vs GWW
+95.0%
+14.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.5% |
| 7D | +20.8% | +3.7% | +17.1% | +19.1% |
| 30D | -17.3% | +13.6% | -30.9% | -21.4% |
| 3M | -38.1% | +15.4% | -53.5% | -41.7% |
| 6M | -44.2% | +21.8% | -66.0% | -49.6% |
| YTD | -22.3% | +50.0% | -72.3% | -38.5% |
| 1Y | -20.9% | +60.2% | -81.2% | -40.0% |
| All | +109.1% | +95.0% | +14.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling