-44.9%
FND vs WWD
+40.3%
-85.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | -5.1% | -2.9% | -2.2% | -3.8% |
| 30D | -22.5% | -6.6% | -15.9% | -20.3% |
| 3M | -5.0% | -9.3% | +4.3% | -2.1% |
| 6M | -21.5% | -13.6% | -7.9% | -18.0% |
| YTD | -23.0% | +10.4% | -33.4% | -27.2% |
| 1Y | -44.9% | +39.9% | -84.8% | -52.2% |
| All | -44.9% | +40.3% | -85.2% | -52.2% |
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