-4.5%
ALK vs FWONK
+276.6%
-281.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | -0.7% | -6.2% | +5.5% | +2.0% |
| 30D | -19.2% | -0.6% | -18.7% | -19.2% |
| 3M | -1.5% | +11.1% | -12.6% | -6.4% |
| 6M | -13.1% | +11.7% | -24.8% | -17.4% |
| YTD | -16.4% | -3.1% | -13.4% | -16.2% |
| 1Y | -33.1% | -4.2% | -28.9% | -32.7% |
| 3Y | +0.6% | +38.3% | -37.7% | -14.2% |
| 5Y | -26.4% | +92.2% | -118.6% | -46.0% |
| 10Y | -34.2% | +355.4% | -389.5% | -64.3% |
| All | -4.5% | +276.6% | -281.1% | -46.6% |
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