+3,689.8%
FN vs WWD
+1,304.4%
+2,385.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +2.6% |
| 7D | -1.7% | +1.3% | -3.0% | -2.3% |
| 30D | -22.0% | -7.2% | -14.8% | -18.9% |
| 3M | -43.0% | -3.8% | -39.2% | -42.2% |
| 6M | -27.7% | -9.9% | -17.8% | -24.1% |
| YTD | -10.5% | +14.8% | -25.3% | -17.5% |
| 1Y | +12.5% | +42.1% | -29.6% | -6.9% |
| 3Y | +153.8% | +170.8% | -17.0% | +54.6% |
| 5Y | +288.0% | +197.5% | +90.5% | +121.1% |
| 10Y | +906.4% | +477.8% | +428.6% | +261.0% |
| All | +3,689.8% | +1,304.4% | +2,385.4% | +696.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling