+47.7%
FND vs WWD
+424.6%
-376.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.3% |
| 7D | -5.8% | -2.6% | -3.2% | -4.4% |
| 30D | -20.2% | -6.9% | -13.3% | -17.2% |
| 3M | -12.0% | -13.0% | +1.1% | -6.0% |
| 6M | -18.5% | -12.5% | -6.1% | -13.5% |
| YTD | -22.3% | +11.8% | -34.1% | -28.2% |
| 1Y | -47.6% | +41.1% | -88.7% | -57.7% |
| 3Y | -49.8% | +163.1% | -212.8% | -72.2% |
| 5Y | -63.0% | +187.6% | -250.6% | -81.0% |
| All | +47.7% | +424.6% | -376.8% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling