+56.7%
FND vs NWSA
+159.6%
-102.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.8% |
| 7D | -5.2% | -1.9% | -3.4% | -4.1% |
| 30D | -19.9% | +4.6% | -24.5% | -22.3% |
| 3M | +2.7% | +13.2% | -10.5% | -5.7% |
| 6M | -21.7% | +27.0% | -48.7% | -33.3% |
| YTD | -17.5% | +16.8% | -34.3% | -26.6% |
| 1Y | -39.3% | +4.5% | -43.8% | -42.2% |
| 3Y | -49.8% | +46.2% | -96.0% | -61.5% |
| 5Y | -60.1% | +40.9% | -101.0% | -69.1% |
| All | +56.7% | +159.6% | -102.8% | -18.7% |
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