+202.5%
BAH vs FWONK
+340.2%
-137.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -2.5% | -7.7% | +5.3% | -0.9% |
| 3M | -0.9% | +5.7% | -6.7% | -2.1% |
| 6M | +1.5% | +13.5% | -12.0% | -1.3% |
| YTD | -8.0% | -3.0% | -5.0% | -7.8% |
| 1Y | -24.7% | -6.4% | -18.3% | -24.1% |
| 3Y | -28.4% | +43.8% | -72.2% | -35.0% |
| 5Y | +2.8% | +98.6% | -95.8% | -14.2% |
| All | +202.5% | +340.2% | -137.7% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling