-31.4%
ALB vs FWONK
+44.4%
-75.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -7.6% | -1.5% | -6.1% | -7.2% |
| 30D | -5.6% | -6.8% | +1.2% | -3.5% |
| 3M | -16.8% | +7.7% | -24.6% | -18.7% |
| 6M | -26.3% | +11.0% | -37.3% | -28.8% |
| YTD | -13.2% | -3.1% | -10.1% | -12.7% |
| 1Y | +68.8% | -3.5% | +72.3% | +69.5% |
| All | -31.4% | +44.4% | -75.8% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling