+52.4%
FND vs BWA
+57.3%
-5.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.1% |
| 7D | -5.1% | +7.3% | -12.4% | -8.7% |
| 30D | +9.2% | -15.8% | +25.0% | +19.4% |
| 3M | -17.7% | -25.7% | +8.0% | -4.1% |
| 6M | +2.5% | -19.6% | +22.1% | +12.3% |
| YTD | -19.8% | +14.1% | -33.9% | -30.9% |
| 1Y | -22.7% | +12.2% | -34.8% | -32.8% |
| 3Y | -38.3% | +63.8% | -102.1% | -57.7% |
| 5Y | -63.0% | +28.7% | -91.7% | -71.9% |
| All | +52.4% | +57.3% | -5.0% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling