-22.7%
FND vs BWA
+12.4%
-35.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.3% |
| 7D | -5.1% | +7.3% | -12.4% | -6.4% |
| 30D | +9.2% | -15.8% | +25.0% | +13.0% |
| 3M | -17.7% | -25.7% | +8.0% | -12.6% |
| 6M | +2.5% | -19.6% | +22.1% | +5.9% |
| YTD | -19.8% | +14.1% | -33.9% | -32.1% |
| 1Y | -22.7% | +12.2% | -34.8% | -33.9% |
| All | -22.7% | +12.4% | -35.1% | -33.9% |
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