-37.0%
ALK vs FWONK
+340.2%
-377.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -13.1% | -7.7% | -5.4% | -9.9% |
| 3M | -11.8% | +5.7% | -17.5% | -14.7% |
| 6M | -0.4% | +13.5% | -13.8% | -6.6% |
| YTD | -18.2% | -3.0% | -15.2% | -18.0% |
| 1Y | -35.5% | -6.4% | -29.1% | -34.4% |
| 3Y | +1.8% | +43.8% | -42.0% | -16.3% |
| 5Y | -26.6% | +98.6% | -125.2% | -49.1% |
| All | -37.0% | +340.2% | -377.2% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling