-38.8%
AR vs FWONK
+281.7%
-320.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +5.5% | -5.8% | +11.3% | +7.8% |
| 3M | +12.9% | +10.0% | +2.8% | +8.3% |
| 6M | +0.1% | +14.7% | -14.6% | -6.4% |
| YTD | +13.5% | -1.7% | +15.3% | +12.7% |
| 1Y | +21.6% | -4.6% | +26.2% | +21.7% |
| 3Y | +46.0% | +46.7% | -0.7% | +20.9% |
| 5Y | +143.7% | +99.4% | +44.3% | +75.8% |
| 10Y | +44.3% | +345.6% | -301.3% | -21.4% |
| All | -38.8% | +281.7% | -320.5% | -68.3% |
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