-31.4%
BABA vs FWONK
+95.7%
-127.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | -2.9% | -1.5% | -1.4% | -2.4% |
| 30D | -15.1% | -6.8% | -8.3% | -12.9% |
| 3M | -5.0% | +7.7% | -12.8% | -8.6% |
| 6M | -19.9% | +11.0% | -30.9% | -24.0% |
| YTD | -25.3% | -3.1% | -22.1% | -25.2% |
| 1Y | -23.9% | -3.5% | -20.4% | -23.7% |
| 3Y | +28.1% | +44.6% | -16.5% | +3.2% |
| 5Y | -31.4% | +98.3% | -129.6% | -57.0% |
| All | -31.4% | +95.7% | -127.1% | -57.0% |
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 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