+49.5%
FND vs WY
-4.5%
+54.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.5% |
| 7D | +0.4% | -2.1% | +2.4% | +2.0% |
| 30D | -23.6% | -10.5% | -13.1% | -16.7% |
| 3M | +4.3% | -4.9% | +9.2% | +8.8% |
| 6M | -20.3% | -4.9% | -15.4% | -16.8% |
| YTD | -21.3% | -1.7% | -19.6% | -20.1% |
| 1Y | -45.4% | -9.4% | -36.0% | -41.1% |
| 3Y | -48.9% | -22.3% | -26.6% | -37.7% |
| 5Y | -61.0% | -20.5% | -40.5% | -51.8% |
| All | +49.5% | -4.5% | +54.0% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling