-48.9%
FND vs WWD
+164.2%
-213.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -23.6% | -6.4% | -17.1% | -21.4% |
| 3M | +4.3% | -5.6% | +10.0% | +6.2% |
| 6M | -20.3% | -9.1% | -11.2% | -17.8% |
| YTD | -21.3% | +12.5% | -33.8% | -25.9% |
| 1Y | -45.4% | +41.3% | -86.7% | -53.3% |
| 3Y | -48.9% | +170.2% | -219.1% | -67.3% |
| All | -48.9% | +164.2% | -213.0% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling