+291.1%
A vs FWONK
+281.7%
+9.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -2.0% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -2.7% | -5.8% | +3.1% | -1.1% |
| 3M | +7.0% | +10.0% | -3.0% | +4.0% |
| 6M | +24.6% | +14.7% | +10.0% | +19.4% |
| YTD | +7.0% | -1.7% | +8.8% | +6.8% |
| 1Y | +15.6% | -4.6% | +20.2% | +16.1% |
| 3Y | +29.9% | +46.7% | -16.7% | +14.1% |
| 5Y | -15.4% | +99.4% | -114.8% | -32.3% |
| 10Y | +248.9% | +345.6% | -96.7% | +115.9% |
| All | +291.1% | +281.7% | +9.4% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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