-40.4%
FND vs BWA
+64.0%
-104.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -6.8% | +4.3% | -11.1% | -8.6% |
| 30D | +8.0% | -13.0% | +21.0% | +14.9% |
| 3M | -18.9% | -24.8% | +5.9% | -7.8% |
| 6M | +4.7% | -23.5% | +28.2% | +16.5% |
| YTD | -21.6% | +13.8% | -35.4% | -35.1% |
| 1Y | -22.0% | +13.4% | -35.5% | -35.4% |
| 3Y | -40.4% | +62.8% | -103.2% | -63.5% |
| All | -40.4% | +64.0% | -104.4% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling