-67.0%
BBWI vs FWONK
+97.7%
-164.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | -0.3% | +5.7% | -6.0% | -3.3% |
| 6M | -5.4% | +13.5% | -18.8% | -11.5% |
| YTD | -4.7% | -3.0% | -1.8% | -4.6% |
| 1Y | -30.5% | -6.4% | -24.1% | -29.1% |
| 3Y | -44.3% | +43.8% | -88.2% | -55.2% |
| All | -67.0% | +97.7% | -164.7% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling