-39.3%
BAX vs FWONK
+340.2%
-379.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -11.7% | -7.7% | -3.9% | -10.3% |
| 3M | +16.2% | +5.7% | +10.5% | +14.9% |
| 6M | +32.0% | +13.5% | +18.5% | +28.8% |
| YTD | +24.7% | -3.0% | +27.7% | +25.0% |
| 1Y | -2.6% | -6.4% | +3.8% | -2.0% |
| 3Y | -35.0% | +43.8% | -78.8% | -40.2% |
| 5Y | -67.6% | +98.6% | -166.1% | -72.3% |
| All | -39.3% | +340.2% | -379.5% | -53.8% |
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 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