-39.3%
FND vs BWA
+59.1%
-98.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +1.1% |
| 7D | -5.2% | +5.7% | -10.9% | -6.5% |
| 30D | -19.9% | +1.4% | -21.3% | -20.3% |
| 3M | +2.7% | -12.1% | +14.8% | +5.8% |
| 6M | -21.7% | +28.6% | -50.2% | -28.0% |
| YTD | -17.5% | +51.1% | -68.6% | -33.9% |
| 1Y | -39.3% | +55.9% | -95.2% | -52.3% |
| All | -39.3% | +59.1% | -98.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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