+201.4%
B vs FWONK
+340.2%
-138.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +6.3% | -7.7% | +14.1% | +7.4% |
| 3M | +12.1% | +5.7% | +6.4% | +11.4% |
| 6M | -3.1% | +13.5% | -16.6% | -4.5% |
| YTD | +2.0% | -3.0% | +4.9% | +2.1% |
| 1Y | +51.7% | -6.4% | +58.1% | +52.4% |
| 3Y | +190.5% | +43.8% | +146.7% | +178.0% |
| 5Y | +158.0% | +98.6% | +59.4% | +139.9% |
| All | +201.4% | +340.2% | -138.8% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling