+655.5%
FN vs WWD
+442.6%
+212.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.0% | -8.3% | -11.4% |
| 7D | -16.0% | -2.6% | -13.4% | -14.5% |
| 30D | -40.1% | -7.7% | -32.4% | -37.5% |
| 3M | -43.9% | -17.7% | -26.2% | -38.1% |
| 6M | -55.6% | -15.9% | -39.7% | -51.8% |
| YTD | -35.7% | +1.8% | -37.4% | -36.2% |
| 1Y | -39.8% | +17.4% | -57.2% | -44.1% |
| 3Y | +80.3% | +137.1% | -56.8% | +25.0% |
| 5Y | +143.3% | +162.4% | -19.1% | +59.0% |
| All | +655.5% | +442.6% | +212.9% | +297.7% |
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