+206.9%
FN vs WWD
+190.4%
+16.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.9% | +6.9% | +8.7% |
| 7D | +16.3% | +4.2% | +12.1% | +14.6% |
| 30D | -24.7% | -0.8% | -24.0% | -23.6% |
| 3M | -34.9% | -8.2% | -26.8% | -30.6% |
| 6M | -41.1% | -9.8% | -31.3% | -37.3% |
| YTD | -19.6% | +10.4% | -30.0% | -24.7% |
| 1Y | -18.5% | +25.5% | -44.0% | -29.5% |
| 3Y | +119.1% | +155.8% | -36.7% | +26.7% |
| 5Y | +206.9% | +187.3% | +19.6% | +62.1% |
| All | +206.9% | +190.4% | +16.5% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling