-20.9%
FN vs WWD
+23.9%
-44.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -2.7% |
| 7D | +20.8% | +8.2% | +12.6% | +15.0% |
| 30D | -17.3% | -0.2% | -17.1% | -16.4% |
| 3M | -38.1% | -8.4% | -29.7% | -34.4% |
| 6M | -44.2% | -9.5% | -34.7% | -41.0% |
| YTD | -22.3% | +10.1% | -32.4% | -22.5% |
| 1Y | -20.9% | +21.6% | -42.5% | -24.9% |
| All | -20.9% | +23.9% | -44.8% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling