+281.7%
ADSK vs FWONK
+276.9%
+4.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -14.9% | -7.7% | -7.1% | -12.3% |
| 3M | +3.3% | +5.7% | -2.4% | +1.2% |
| 6M | -15.7% | +13.5% | -29.1% | -19.8% |
| YTD | -28.2% | -3.0% | -25.3% | -27.8% |
| 1Y | -34.5% | -6.4% | -28.1% | -33.4% |
| 3Y | -2.9% | +43.8% | -46.7% | -17.6% |
| 5Y | -25.3% | +98.6% | -123.9% | -43.7% |
| 10Y | +217.8% | +340.0% | -122.2% | +79.6% |
| All | +281.7% | +276.9% | +4.8% | +101.2% |
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