+152.4%
ALLE vs FWONK
+339.5%
-187.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -2.8% | -1.5% | -1.2% | -2.3% |
| 30D | -10.2% | -6.8% | -3.4% | -8.3% |
| 3M | +17.4% | +7.7% | +9.7% | +14.6% |
| 6M | +3.3% | +11.0% | -7.6% | -0.2% |
| YTD | -4.2% | -3.1% | -1.1% | -4.0% |
| 1Y | -10.5% | -3.5% | -7.1% | -10.3% |
| 3Y | +45.4% | +44.6% | +0.8% | +26.3% |
| 5Y | +11.9% | +98.3% | -86.3% | -13.4% |
| All | +152.4% | +339.5% | -187.1% | +59.9% |
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