-10.0%
BAH vs FWONK
+16.0%
-26.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -6.6% | -5.8% | -0.8% | -5.6% |
| 3M | -7.2% | +10.0% | -17.2% | -7.7% |
| 6M | -10.0% | +14.7% | -24.7% | -9.2% |
| All | -10.0% | +16.0% | -26.0% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling