+214.7%
ALLE vs FWONK
+276.9%
-62.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -7.7% | -7.7% | +0.1% | -5.6% |
| 3M | +15.2% | +5.7% | +9.4% | +13.1% |
| 6M | +5.4% | +13.5% | -8.1% | +1.3% |
| YTD | -2.9% | -3.0% | 0.0% | -2.7% |
| 1Y | -12.8% | -6.4% | -6.4% | -11.8% |
| 3Y | +47.2% | +43.8% | +3.3% | +29.4% |
| 5Y | +13.5% | +98.6% | -85.1% | -10.4% |
| 10Y | +158.0% | +340.0% | -182.0% | +59.0% |
| All | +214.7% | +276.9% | -62.2% | +83.3% |
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 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