+107.4%
ALB vs FWONK
+281.7%
-174.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.8% | -3.5% |
| 7D | -8.6% | -0.6% | -8.0% | -8.4% |
| 30D | -4.0% | -5.8% | +1.7% | -2.0% |
| 3M | -17.4% | +10.0% | -27.4% | -20.3% |
| 6M | -25.4% | +14.7% | -40.0% | -29.2% |
| YTD | -10.5% | -1.7% | -8.8% | -10.7% |
| 1Y | +75.8% | -4.6% | +80.4% | +76.9% |
| 3Y | -28.5% | +46.7% | -75.2% | -39.4% |
| 5Y | -45.1% | +99.4% | -144.5% | -58.4% |
| 10Y | +87.3% | +345.6% | -258.2% | +8.0% |
| All | +107.4% | +281.7% | -174.3% | +13.7% |
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