-47.6%
FND vs BWA
+55.6%
-103.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -5.8% | -1.3% | -4.4% | -5.4% |
| 30D | -20.2% | -2.9% | -17.3% | -19.7% |
| 3M | -12.0% | -10.7% | -1.2% | -9.7% |
| 6M | -18.5% | +26.5% | -45.0% | -24.4% |
| YTD | -22.3% | +49.1% | -71.4% | -36.5% |
| 1Y | -47.6% | +52.1% | -99.7% | -57.9% |
| All | -47.6% | +55.6% | -103.2% | -57.9% |
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