+269.5%
AWK vs FWONK
+276.3%
-6.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | +2.8% | -6.8% | +9.6% | +3.8% |
| 3M | +11.3% | +7.7% | +3.6% | +10.1% |
| 6M | +6.7% | +11.0% | -4.2% | +5.0% |
| YTD | +9.4% | -3.1% | +12.5% | +9.5% |
| 1Y | +3.7% | -3.5% | +7.2% | +3.8% |
| 3Y | +9.2% | +44.6% | -35.4% | +1.5% |
| 5Y | -15.7% | +98.3% | -114.0% | -25.9% |
| 10Y | +135.3% | +339.3% | -204.0% | +82.3% |
| All | +269.5% | +276.3% | -6.8% | +183.4% |
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