-45.4%
ALB vs FWONK
+97.7%
-143.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | -8.1% | -7.7% | -0.4% | -4.9% |
| 3M | -25.7% | +5.7% | -31.4% | -27.6% |
| 6M | -29.5% | +13.5% | -42.9% | -33.5% |
| YTD | -16.2% | -3.0% | -13.2% | -15.8% |
| 1Y | +59.2% | -6.4% | +65.7% | +62.1% |
| 3Y | -33.7% | +43.8% | -77.6% | -47.0% |
| All | -45.4% | +97.7% | -143.1% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling