+49.0%
FND vs NWSA
+131.1%
-82.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -3.8% |
| 7D | -6.8% | +2.2% | -9.0% | -8.1% |
| 30D | +8.0% | -8.8% | +16.7% | +13.8% |
| 3M | -18.9% | -6.5% | -12.4% | -16.1% |
| 6M | +4.7% | +1.5% | +3.2% | +2.0% |
| YTD | -21.6% | +4.0% | -25.6% | -25.5% |
| 1Y | -22.0% | +3.4% | -25.5% | -25.6% |
| 3Y | -40.4% | +34.8% | -75.3% | -52.1% |
| 5Y | -63.8% | +18.4% | -82.1% | -69.0% |
| All | +49.0% | +131.1% | -82.1% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling