+504.9%
ABBV vs FWONK
+340.2%
+164.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +3.4% | -7.7% | +11.1% | +4.8% |
| 3M | +15.2% | +5.7% | +9.5% | +14.0% |
| 6M | +14.7% | +13.5% | +1.2% | +11.8% |
| YTD | +15.2% | -3.0% | +18.2% | +15.3% |
| 1Y | +20.4% | -6.4% | +26.8% | +21.1% |
| 3Y | +91.3% | +43.8% | +47.5% | +75.2% |
| 5Y | +189.6% | +98.6% | +91.0% | +143.1% |
| All | +504.9% | +340.2% | +164.7% | +344.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling