+73.1%
BAC vs FWONK
+97.7%
-24.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | +14.2% | +5.7% | +8.5% | +12.1% |
| 6M | +30.5% | +13.5% | +17.1% | +24.9% |
| YTD | +15.8% | -3.0% | +18.8% | +16.1% |
| 1Y | +26.2% | -6.4% | +32.6% | +27.8% |
| 3Y | +136.5% | +43.8% | +92.7% | +108.0% |
| All | +73.1% | +97.7% | -24.6% | +27.5% |
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