+246.5%
BBY vs FWONK
+340.2%
-93.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +9.4% | -7.7% | +17.1% | +12.4% |
| 3M | +19.3% | +5.7% | +13.6% | +16.8% |
| 6M | +47.9% | +13.5% | +34.5% | +40.9% |
| YTD | +39.6% | -3.0% | +42.5% | +39.8% |
| 1Y | +22.2% | -6.4% | +28.6% | +23.7% |
| 3Y | +45.0% | +43.8% | +1.1% | +24.8% |
| 5Y | +2.6% | +98.6% | -96.0% | -22.6% |
| All | +246.5% | +340.2% | -93.6% | +108.7% |
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