-35.0%
BAX vs FWONK
+44.6%
-79.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.5% |
| 3M | +16.2% | +5.7% | +10.5% | +15.2% |
| 6M | +32.0% | +13.5% | +18.5% | +29.5% |
| YTD | +24.7% | -3.0% | +27.7% | +24.0% |
| 1Y | -2.6% | -6.4% | +3.8% | -2.8% |
| 3Y | -35.0% | +43.8% | -78.8% | -37.1% |
| All | -35.0% | +44.6% | -79.6% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling