+906.2%
FN vs WWD
+478.9%
+427.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +2.6% |
| 7D | -1.7% | +1.3% | -3.0% | -2.3% |
| 30D | -22.0% | -7.2% | -14.8% | -19.1% |
| 3M | -43.0% | -3.8% | -39.2% | -42.3% |
| 6M | -27.7% | -9.9% | -17.8% | -24.4% |
| YTD | -10.5% | +14.8% | -25.3% | -16.7% |
| 1Y | +12.5% | +42.1% | -29.6% | -5.2% |
| 3Y | +153.8% | +170.8% | -17.0% | +63.6% |
| 5Y | +288.0% | +197.5% | +90.5% | +136.3% |
| All | +906.2% | +478.9% | +427.3% | +346.1% |
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