+47.7%
FND vs WY
-7.1%
+54.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -5.8% | -4.2% | -1.6% | -2.6% |
| 30D | -20.2% | -10.1% | -10.1% | -13.4% |
| 3M | -12.0% | -8.5% | -3.5% | -5.6% |
| 6M | -18.5% | -3.3% | -15.2% | -16.0% |
| YTD | -22.3% | -4.4% | -17.9% | -19.4% |
| 1Y | -47.6% | -11.5% | -36.2% | -42.6% |
| 3Y | -49.8% | -24.3% | -25.4% | -37.5% |
| 5Y | -63.0% | -21.3% | -41.7% | -53.7% |
| All | +47.7% | -7.1% | +54.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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