+136.5%
BAC vs FWONK
+44.6%
+91.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.8% | -7.7% | +5.0% | -0.9% |
| 3M | +14.2% | +5.7% | +8.5% | +12.4% |
| 6M | +30.5% | +13.5% | +17.1% | +25.6% |
| YTD | +15.8% | -3.0% | +18.8% | +16.5% |
| 1Y | +26.2% | -6.4% | +32.6% | +28.2% |
| 3Y | +136.5% | +43.8% | +92.7% | +119.3% |
| All | +136.5% | +44.6% | +91.9% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling