+13.3%
ALLE vs FWONK
+98.5%
-85.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.3% |
| 7D | -2.2% | -0.6% | -1.5% | -2.0% |
| 30D | -8.3% | -5.8% | -2.6% | -6.9% |
| 3M | +16.3% | +10.0% | +6.2% | +13.0% |
| 6M | +1.8% | +14.7% | -12.9% | -2.3% |
| YTD | -3.9% | -1.7% | -2.2% | -4.0% |
| 1Y | -10.0% | -4.6% | -5.4% | -9.4% |
| 3Y | +45.8% | +46.7% | -0.8% | +27.0% |
| 5Y | +13.3% | +99.4% | -86.1% | -14.3% |
| All | +13.3% | +98.5% | -85.2% | -14.3% |
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