-2.6%
BAX vs FWONK
-3.0%
+0.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.9% |
| 3M | +16.2% | +5.7% | +10.5% | +14.6% |
| 6M | +32.0% | +13.5% | +18.5% | +28.1% |
| YTD | +24.7% | -3.0% | +27.7% | +17.1% |
| 1Y | -2.6% | -6.4% | +3.8% | -8.2% |
| All | -2.6% | -3.0% | +0.3% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling