-61.8%
FND vs WWD
+191.3%
-253.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -19.6% | -5.1% | -14.5% | -17.5% |
| 3M | -4.3% | -11.2% | +6.9% | +0.8% |
| 6M | -20.4% | -12.0% | -8.4% | -16.1% |
| YTD | -21.9% | +12.0% | -33.8% | -27.8% |
| 1Y | -45.2% | +42.8% | -88.0% | -55.8% |
| 3Y | -49.2% | +168.9% | -218.2% | -72.8% |
| 5Y | -61.8% | +192.2% | -254.0% | -82.4% |
| All | -61.8% | +191.3% | -253.1% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling