+743.6%
FN vs WWD
+461.1%
+282.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.4% | +8.3% | +10.0% |
| 7D | 0.0% | +4.2% | -4.2% | -1.4% |
| 30D | -34.3% | -2.1% | -32.2% | -33.2% |
| 3M | -39.9% | -13.2% | -26.7% | -35.1% |
| 6M | -51.8% | -16.9% | -35.0% | -47.4% |
| YTD | -28.1% | +5.2% | -33.4% | -29.8% |
| 1Y | -29.1% | +20.6% | -49.7% | -34.8% |
| 3Y | +102.4% | +146.3% | -43.9% | +38.0% |
| 5Y | +171.7% | +171.3% | +0.3% | +75.0% |
| All | +743.6% | +461.1% | +282.5% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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