+59.1%
ACWI vs FWONK
+92.1%
-32.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.4% | +2.5% | -0.1% | +1.8% |
| 30D | -1.7% | +20.0% | -21.6% | -6.4% |
| 3M | -3.9% | +5.2% | -9.1% | -5.4% |
| 6M | +0.8% | +18.7% | -17.9% | -4.3% |
| YTD | +11.0% | +10.7% | +0.4% | +7.3% |
| 1Y | +13.1% | +8.2% | +4.8% | +9.9% |
| 3Y | +73.9% | +64.6% | +9.3% | +45.8% |
| All | +59.1% | +92.1% | -32.9% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling