+197.0%
BHP vs FWONK
+276.9%
-80.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.2% | -7.7% | +6.6% | +1.5% |
| 3M | +1.2% | +5.7% | -4.5% | -1.0% |
| 6M | +21.4% | +13.5% | +7.9% | +15.8% |
| YTD | +50.4% | -3.0% | +53.4% | +50.9% |
| 1Y | +67.5% | -6.4% | +73.9% | +69.7% |
| 3Y | +72.8% | +43.8% | +29.0% | +47.9% |
| 5Y | +112.6% | +98.6% | +14.0% | +61.0% |
| 10Y | +481.7% | +340.0% | +141.7% | +227.0% |
| All | +197.0% | +276.9% | -80.0% | +60.4% |
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