+1,692.2%
ASML vs FWONK
+325.9%
+1,366.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.7% |
| 7D | -0.8% | +14.4% | -15.2% | -5.7% |
| 30D | -14.9% | +14.9% | -29.7% | -19.3% |
| 3M | -13.0% | +5.0% | -18.0% | -15.0% |
| 6M | -4.7% | +14.4% | -19.1% | -10.2% |
| YTD | +42.3% | +9.6% | +32.7% | +35.5% |
| 1Y | +49.7% | +5.9% | +43.8% | +44.2% |
| 3Y | +144.3% | +64.1% | +80.1% | +98.0% |
| 5Y | +86.4% | +93.1% | -6.8% | +42.7% |
| 10Y | +1,504.8% | +296.0% | +1,208.8% | +838.6% |
| All | +1,692.2% | +325.9% | +1,366.3% | +823.9% |
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