-61.8%
FND vs WU
-51.4%
-10.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | -0.8% | -4.9% | +4.2% | +1.7% |
| 30D | -19.6% | -1.3% | -18.3% | -19.2% |
| 3M | -4.3% | -3.6% | -0.8% | -5.0% |
| 6M | -20.4% | -24.3% | +3.9% | -10.3% |
| YTD | -21.9% | -21.1% | -0.8% | -14.3% |
| 1Y | -45.2% | -10.3% | -34.9% | -44.7% |
| 3Y | -49.2% | -28.4% | -20.9% | -43.0% |
| 5Y | -61.8% | -51.2% | -10.6% | -50.6% |
| All | -61.8% | -51.4% | -10.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling