+463.5%
ALL vs FWONK
+281.7%
+181.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -5.6% | -5.8% | +0.2% | -4.4% |
| 3M | +17.2% | +10.0% | +7.2% | +14.7% |
| 6M | +23.2% | +14.7% | +8.6% | +19.3% |
| YTD | +23.6% | -1.7% | +25.3% | +23.5% |
| 1Y | +29.2% | -4.6% | +33.8% | +29.8% |
| 3Y | +153.8% | +46.7% | +107.2% | +129.3% |
| 5Y | +116.1% | +99.4% | +16.7% | +79.1% |
| 10Y | +364.8% | +345.6% | +19.3% | +218.3% |
| All | +463.5% | +281.7% | +181.8% | +280.0% |
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 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