+2.8%
ALLY vs FWONK
-3.0%
+5.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -4.9% | -7.7% | +2.8% | -4.4% |
| 3M | -2.6% | +5.7% | -8.3% | -3.4% |
| 6M | +15.7% | +13.5% | +2.3% | +14.1% |
| YTD | -5.2% | -3.0% | -2.2% | -5.5% |
| 1Y | +2.8% | -6.4% | +9.2% | +4.6% |
| All | +2.8% | -3.0% | +5.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling