+225.4%
ACWI vs FWONK
+339.5%
-114.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -1.9% | -1.5% | -0.4% | -1.5% |
| 30D | -1.3% | -6.8% | +5.5% | +0.5% |
| 3M | +5.0% | +7.7% | -2.7% | +2.5% |
| 6M | +11.7% | +11.0% | +0.8% | +8.0% |
| YTD | +13.0% | -3.1% | +16.1% | +13.1% |
| 1Y | +19.2% | -3.5% | +22.7% | +19.3% |
| 3Y | +75.0% | +44.6% | +30.4% | +53.7% |
| 5Y | +67.1% | +98.3% | -31.2% | +32.5% |
| All | +225.4% | +339.5% | -114.1% | +121.6% |
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