+295.4%
ALLE vs FWONK
+330.0%
-34.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.6% | +2.5% | +1.0% | +2.8% |
| 30D | +25.9% | +20.0% | +5.9% | +19.5% |
| 3M | +15.8% | +5.2% | +10.6% | +13.8% |
| 6M | +48.1% | +18.7% | +29.4% | +40.4% |
| YTD | +22.0% | +10.7% | +11.3% | +17.5% |
| 1Y | +18.0% | +8.2% | +9.8% | +14.4% |
| 3Y | +93.1% | +64.6% | +28.5% | +63.5% |
| 5Y | +52.1% | +92.5% | -40.5% | +21.0% |
| 10Y | +212.0% | +285.3% | -73.3% | +94.6% |
| All | +295.4% | +330.0% | -34.5% | +121.4% |
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