+794.1%
FN vs WWD
+460.9%
+333.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -4.9% |
| 7D | -4.1% | +0.4% | -4.5% | -3.7% |
| 30D | -28.3% | -0.4% | -27.9% | -27.6% |
| 3M | -33.9% | -6.1% | -27.8% | -31.2% |
| 6M | -43.9% | -9.5% | -34.4% | -41.1% |
| YTD | -23.4% | +10.8% | -34.3% | -26.9% |
| 1Y | -25.4% | +23.5% | -48.9% | -32.2% |
| 3Y | +107.9% | +151.3% | -43.4% | +40.0% |
| 5Y | +195.1% | +187.8% | +7.3% | +84.7% |
| 10Y | +794.1% | +461.1% | +333.0% | +324.8% |
| All | +794.1% | +460.9% | +333.2% | +324.8% |
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