+309.3%
AXP vs FWONK
+276.6%
+32.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -2.1% | -6.2% | +4.1% | +0.3% |
| 30D | -6.5% | -0.6% | -6.0% | -6.4% |
| 3M | +4.6% | +11.1% | -6.4% | +0.3% |
| 6M | +5.4% | +11.7% | -6.3% | +0.4% |
| YTD | -11.1% | -3.1% | -8.1% | -11.1% |
| 1Y | -0.3% | -4.2% | +3.9% | 0.0% |
| 3Y | +111.6% | +38.3% | +73.2% | +81.4% |
| 5Y | +117.6% | +92.2% | +25.4% | +62.1% |
| 10Y | +474.1% | +355.4% | +118.7% | +222.2% |
| All | +309.3% | +276.6% | +32.8% | +118.1% |
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