+196.5%
B vs FWONK
+274.4%
-77.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +2.3% | -2.1% | +4.4% | +2.6% |
| 30D | +1.4% | -7.7% | +9.0% | +2.3% |
| 3M | +12.2% | +9.3% | +2.9% | +11.1% |
| 6M | -2.1% | +13.3% | -15.5% | -3.4% |
| YTD | +2.9% | -3.6% | +6.6% | +3.2% |
| 1Y | +55.3% | -6.8% | +62.1% | +56.0% |
| 3Y | +198.7% | +43.9% | +154.8% | +186.8% |
| 5Y | +153.8% | +94.4% | +59.3% | +137.5% |
| 10Y | +193.4% | +353.8% | -160.4% | +156.1% |
| All | +196.5% | +274.4% | -77.9% | +160.3% |
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