-61.5%
FND vs BWA
+92.4%
-153.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.6% |
| 7D | +0.4% | +4.3% | -3.9% | -1.9% |
| 30D | -23.6% | -2.9% | -20.7% | -22.6% |
| 3M | +4.3% | -12.4% | +16.8% | +11.2% |
| 6M | -20.3% | +28.6% | -48.8% | -32.8% |
| YTD | -21.3% | +48.2% | -69.5% | -41.6% |
| 1Y | -45.4% | +50.9% | -96.3% | -60.0% |
| 3Y | -48.9% | +72.2% | -121.0% | -66.7% |
| All | -61.5% | +92.4% | -153.9% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling