-39.3%
FND vs WWD
+41.9%
-81.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | -5.2% | +1.3% | -6.5% | -5.7% |
| 30D | -19.9% | -7.2% | -12.7% | -17.3% |
| 3M | +2.7% | -3.8% | +6.6% | +3.2% |
| 6M | -21.7% | -9.9% | -11.8% | -19.6% |
| YTD | -17.5% | +14.8% | -32.3% | -23.0% |
| 1Y | -39.3% | +42.1% | -81.4% | -46.8% |
| All | -39.3% | +41.9% | -81.2% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling