-44.8%
BBWI vs FWONK
+281.7%
-326.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -7.2% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | -7.4% | -5.8% | -1.6% | -5.1% |
| 3M | -2.2% | +10.0% | -12.3% | -6.7% |
| 6M | -16.3% | +14.7% | -31.0% | -21.9% |
| YTD | -9.1% | -1.7% | -7.4% | -9.8% |
| 1Y | -34.5% | -4.6% | -29.9% | -34.2% |
| 3Y | -47.0% | +46.7% | -93.6% | -56.9% |
| 5Y | -68.8% | +99.4% | -168.2% | -78.2% |
| 10Y | -57.4% | +345.6% | -402.9% | -78.1% |
| All | -44.8% | +281.7% | -326.6% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling