+68.5%
ACWI vs FWONK
+98.5%
-30.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -0.6% | -5.8% | +5.2% | +0.9% |
| 3M | +4.3% | +10.0% | -5.8% | +1.2% |
| 6M | +12.7% | +14.7% | -2.0% | +7.8% |
| YTD | +13.9% | -1.7% | +15.7% | +13.7% |
| 1Y | +20.5% | -4.6% | +25.1% | +21.1% |
| 3Y | +76.5% | +46.7% | +29.9% | +52.6% |
| All | +68.5% | +98.5% | -30.0% | +26.0% |
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