+28.2%
BABA vs FWONK
+261.3%
-233.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | -4.8% | -6.2% | +1.4% | -3.1% |
| 30D | -11.9% | -0.6% | -11.3% | -11.9% |
| 3M | -9.3% | +11.1% | -20.4% | -12.4% |
| 6M | -14.2% | +11.7% | -26.0% | -17.3% |
| YTD | -22.0% | -3.1% | -19.0% | -21.9% |
| 1Y | -12.7% | -4.2% | -8.5% | -12.4% |
| 3Y | +26.7% | +38.3% | -11.7% | +12.9% |
| 5Y | -29.3% | +92.2% | -121.5% | -42.5% |
| 10Y | +21.2% | +355.4% | -334.1% | -23.0% |
| All | +28.2% | +261.3% | -233.1% | -17.8% |
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