+191.8%
FN vs GWW
+224.0%
-32.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.6% |
| 7D | +20.8% | +3.7% | +17.1% | +18.8% |
| 30D | -17.3% | +13.6% | -30.9% | -22.1% |
| 3M | -38.1% | +15.4% | -53.5% | -42.3% |
| 6M | -44.2% | +21.8% | -66.0% | -50.0% |
| YTD | -22.3% | +50.0% | -72.3% | -38.4% |
| 1Y | -20.9% | +60.2% | -81.2% | -39.6% |
| 3Y | +111.1% | +94.4% | +16.7% | +44.0% |
| 5Y | +191.8% | +221.8% | -30.0% | +44.6% |
| All | +191.8% | +224.0% | -32.2% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling