-50.3%
FND vs NWSA
+43.0%
-93.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -5.1% | -4.8% | -0.3% | -2.5% |
| 30D | -22.5% | +3.0% | -25.5% | -23.8% |
| 3M | -5.0% | +9.3% | -14.3% | -10.4% |
| 6M | -21.5% | +23.2% | -44.7% | -31.5% |
| YTD | -23.0% | +13.3% | -36.4% | -29.7% |
| 1Y | -44.9% | +2.9% | -47.8% | -46.2% |
| All | -50.3% | +43.0% | -93.2% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling