-56.2%
BBWI vs FWONK
+340.2%
-396.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.3% | +6.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | +3.5% | -7.7% | +11.2% | +7.5% |
| 3M | -0.3% | +5.7% | -6.0% | -3.6% |
| 6M | -5.4% | +13.5% | -18.8% | -12.0% |
| YTD | -4.7% | -3.0% | -1.8% | -4.9% |
| 1Y | -30.5% | -6.4% | -24.1% | -29.4% |
| 3Y | -44.3% | +43.8% | -88.2% | -55.7% |
| 5Y | -66.9% | +98.6% | -165.4% | -78.1% |
| All | -56.2% | +340.2% | -396.4% | -78.2% |
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 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