+20.5%
ADP vs FWONK
+0.2%
+20.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +2.0% |
| 7D | +6.4% | +8.9% | -2.5% | +5.0% |
| 30D | +16.6% | +4.1% | +12.5% | +15.9% |
| 3M | +12.9% | +2.6% | +10.3% | +12.5% |
| 6M | +45.7% | +12.2% | +33.5% | +45.0% |
| YTD | +20.6% | +0.4% | +20.2% | +19.8% |
| 1Y | +20.5% | -1.8% | +22.3% | +18.5% |
| All | +20.5% | +0.2% | +20.3% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling