+61.5%
ALB vs FWONK
-4.6%
+66.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.2% |
| 7D | -8.1% | -6.2% | -1.9% | -7.0% |
| 30D | +6.3% | -0.6% | +6.8% | +6.8% |
| 3M | -23.6% | +11.1% | -34.7% | -24.2% |
| 6M | -24.6% | +11.7% | -36.3% | -25.4% |
| YTD | -10.3% | -3.1% | -7.2% | -11.3% |
| 1Y | +61.5% | -4.2% | +65.6% | +63.1% |
| All | +61.5% | -4.6% | +66.0% | +63.1% |
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 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