+238.1%
ACWI vs FWONK
+276.6%
-38.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.5% | -6.2% | +6.7% | +2.1% |
| 30D | +0.9% | -0.6% | +1.4% | +0.9% |
| 3M | +2.4% | +11.1% | -8.7% | -0.7% |
| 6M | +12.4% | +11.7% | +0.7% | +8.6% |
| YTD | +15.2% | -3.1% | +18.2% | +15.3% |
| 1Y | +22.7% | -4.2% | +26.9% | +23.0% |
| 3Y | +75.8% | +38.3% | +37.4% | +57.6% |
| 5Y | +67.7% | +92.2% | -24.4% | +36.3% |
| 10Y | +229.0% | +355.4% | -126.4% | +110.0% |
| All | +238.1% | +276.6% | -38.5% | +107.5% |
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