+289.3%
FN vs WWD
+198.3%
+91.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +2.5% |
| 7D | -1.7% | +1.3% | -3.0% | -2.4% |
| 30D | -22.0% | -7.2% | -14.8% | -18.3% |
| 3M | -43.0% | -3.8% | -39.2% | -42.2% |
| 6M | -27.7% | -9.9% | -17.8% | -23.7% |
| YTD | -10.5% | +14.8% | -25.3% | -19.0% |
| 1Y | +12.5% | +42.1% | -29.6% | -11.1% |
| 3Y | +153.8% | +170.8% | -17.0% | +40.5% |
| All | +289.3% | +198.3% | +91.0% | +100.9% |
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 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