-28.0%
ALK vs FWONK
+97.7%
-125.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 3M | -11.8% | +5.7% | -17.5% | -14.8% |
| 6M | -0.4% | +13.5% | -13.8% | -6.8% |
| 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% | -15.7% |
| All | -28.0% | +97.7% | -125.7% | -54.0% |
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