-22.1%
FPS vs WWD
-9.4%
-12.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +4.9% | +11.1% | +10.3% |
| 7D | -8.0% | +4.2% | -12.2% | -10.1% |
| 30D | -43.5% | -0.8% | -42.8% | -41.5% |
| 3M | -41.6% | -8.2% | -33.4% | -34.8% |
| 6M | -44.0% | -9.8% | -34.2% | -36.8% |
| All | -22.1% | -9.4% | -12.6% | -10.2% |
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