+219.6%
ABT vs FWONK
+276.3%
-56.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -5.0% | -1.5% | -3.4% | -4.7% |
| 30D | -5.8% | -6.8% | +1.0% | -4.5% |
| 3M | +16.7% | +7.7% | +9.0% | +14.9% |
| 6M | -5.2% | +11.0% | -16.2% | -7.4% |
| YTD | -16.0% | -3.1% | -12.9% | -15.8% |
| 1Y | -18.3% | -3.5% | -14.8% | -18.1% |
| 3Y | +9.2% | +44.6% | -35.4% | -1.0% |
| 5Y | -11.6% | +98.3% | -109.8% | -25.8% |
| 10Y | +204.2% | +339.3% | -135.1% | +109.3% |
| All | +219.6% | +276.3% | -56.8% | +110.3% |
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