+349.5%
BAH vs FWONK
+281.7%
+67.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -6.6% | -5.8% | -0.8% | -5.5% |
| 3M | -7.2% | +10.0% | -17.2% | -8.9% |
| 6M | -10.0% | +14.7% | -24.7% | -12.6% |
| YTD | -12.5% | -1.7% | -10.7% | -12.5% |
| 1Y | -27.9% | -4.6% | -23.3% | -27.6% |
| 3Y | -31.4% | +46.7% | -78.1% | -37.8% |
| 5Y | -3.2% | +99.4% | -102.6% | -18.8% |
| 10Y | +191.5% | +345.6% | -154.1% | +99.1% |
| All | +349.5% | +281.7% | +67.8% | +196.8% |
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