-22.6%
FPS vs WWD
-11.2%
-11.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.9% | -15.4% | -15.4% |
| 7D | -23.3% | +7.3% | -30.7% | -28.4% |
| 30D | -42.4% | -2.0% | -40.4% | -40.3% |
| 3M | -43.0% | -12.6% | -30.5% | -34.2% |
| 6M | -44.5% | -8.4% | -36.1% | -39.1% |
| All | -22.6% | -11.2% | -11.4% | -10.1% |
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