+395.2%
ADP vs FWONK
+274.4%
+120.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -5.5% | -2.1% | -3.4% | -4.9% |
| 30D | -1.2% | -7.7% | +6.4% | +0.9% |
| 3M | +17.9% | +9.3% | +8.6% | +15.0% |
| 6M | +20.3% | +13.3% | +7.0% | +15.8% |
| YTD | +5.8% | -3.6% | +9.4% | +6.3% |
| 1Y | -7.7% | -6.8% | -0.9% | -6.6% |
| 3Y | +14.7% | +43.9% | -29.1% | +1.0% |
| 5Y | +45.8% | +94.4% | -48.6% | +16.0% |
| 10Y | +270.5% | +353.8% | -83.3% | +131.1% |
| All | +395.2% | +274.4% | +120.8% | +201.1% |
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