+156.4%
B vs FWONK
+97.7%
+58.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | +12.1% | +5.7% | +6.4% | +10.7% |
| 6M | -3.1% | +13.5% | -16.6% | -5.8% |
| YTD | +2.0% | -3.0% | +4.9% | +2.1% |
| 1Y | +51.7% | -6.4% | +58.1% | +52.9% |
| 3Y | +190.5% | +43.8% | +146.7% | +165.4% |
| All | +156.4% | +97.7% | +58.7% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling