-47.6%
FND vs NWSA
+3.0%
-50.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -5.8% | -2.8% | -3.0% | -5.0% |
| 30D | -20.2% | +3.0% | -23.2% | -20.8% |
| 3M | -12.0% | +12.3% | -24.3% | -14.9% |
| 6M | -18.5% | +21.9% | -40.4% | -23.3% |
| YTD | -22.3% | +13.6% | -35.8% | -25.7% |
| 1Y | -47.6% | +0.5% | -48.1% | -50.3% |
| All | -47.6% | +3.0% | -50.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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