+361.5%
ALL vs FWONK
+340.2%
+21.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -0.4% | -7.7% | +7.3% | +1.5% |
| 3M | +16.0% | +5.7% | +10.3% | +14.4% |
| 6M | +24.6% | +13.5% | +11.1% | +20.5% |
| YTD | +23.7% | -3.0% | +26.6% | +23.9% |
| 1Y | +27.7% | -6.4% | +34.1% | +29.0% |
| 3Y | +150.2% | +43.8% | +106.4% | +124.8% |
| 5Y | +117.1% | +98.6% | +18.5% | +76.2% |
| All | +361.5% | +340.2% | +21.3% | +221.8% |
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