-44.0%
BIDU vs FWONK
+97.7%
-141.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | -12.8% | -7.7% | -5.1% | -10.0% |
| 3M | -21.3% | +5.7% | -27.0% | -23.8% |
| 6M | -27.0% | +13.5% | -40.4% | -31.7% |
| YTD | -30.0% | -3.0% | -27.1% | -30.0% |
| 1Y | -18.3% | -6.4% | -11.8% | -16.9% |
| 3Y | -33.8% | +43.8% | -77.7% | -48.8% |
| All | -44.0% | +97.7% | -141.7% | -65.7% |
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 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