+644.8%
ABBV vs FWONK
+276.3%
+368.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | +2.0% | -6.8% | +8.7% | +3.2% |
| 3M | +14.2% | +7.7% | +6.5% | +12.5% |
| 6M | +14.1% | +11.0% | +3.1% | +11.6% |
| YTD | +14.2% | -3.1% | +17.4% | +14.3% |
| 1Y | +24.2% | -3.5% | +27.7% | +24.2% |
| 3Y | +89.8% | +44.6% | +45.2% | +73.5% |
| 5Y | +187.2% | +98.3% | +88.9% | +141.6% |
| 10Y | +506.7% | +339.3% | +167.4% | +313.9% |
| All | +644.8% | +276.3% | +368.5% | +383.9% |
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