+226.0%
ACWI vs FWONK
+330.0%
-104.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -3.9% | +5.2% | -9.1% | -5.4% |
| 6M | +0.8% | +18.7% | -17.9% | -4.1% |
| YTD | +11.0% | +10.7% | +0.4% | +7.2% |
| 1Y | +13.1% | +8.2% | +4.8% | +9.8% |
| 3Y | +73.9% | +64.6% | +9.3% | +49.0% |
| 5Y | +59.0% | +92.5% | -33.5% | +28.9% |
| 10Y | +224.4% | +285.3% | -61.0% | +111.0% |
| All | +226.0% | +330.0% | -104.0% | +92.9% |
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