+49.0%
FND vs WU
-39.0%
+88.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.9% |
| 7D | -6.8% | -2.0% | -4.8% | -5.9% |
| 30D | +8.0% | +11.4% | -3.4% | +1.9% |
| 3M | -18.9% | -6.8% | -12.1% | -16.2% |
| 6M | +4.7% | -14.6% | +19.3% | +11.0% |
| YTD | -21.6% | -20.6% | -0.9% | -14.1% |
| 1Y | -22.0% | -15.4% | -6.6% | -17.8% |
| 3Y | -40.4% | -23.6% | -16.8% | -34.8% |
| 5Y | -63.8% | -43.4% | -20.4% | -53.8% |
| All | +49.0% | -39.0% | +88.0% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling