+826.4%
FN vs WWD
+494.7%
+331.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.9% | +6.9% | +9.5% |
| 7D | +16.3% | +4.2% | +12.1% | +15.0% |
| 30D | -24.7% | -0.8% | -24.0% | -23.8% |
| 3M | -34.9% | -8.2% | -26.8% | -31.5% |
| 6M | -41.1% | -9.8% | -31.3% | -38.0% |
| YTD | -19.6% | +10.4% | -30.0% | -23.1% |
| 1Y | -18.5% | +25.5% | -44.0% | -26.4% |
| 3Y | +119.1% | +155.8% | -36.7% | +46.6% |
| 5Y | +206.9% | +187.3% | +19.6% | +92.4% |
| 10Y | +826.4% | +462.7% | +363.7% | +349.4% |
| All | +826.4% | +494.7% | +331.7% | +349.4% |
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