-49.9%
BIDU vs FWONK
+276.9%
-326.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -21.3% | +5.7% | -27.0% | -23.1% |
| 6M | -27.0% | +13.5% | -40.4% | -30.4% |
| YTD | -30.0% | -3.0% | -27.1% | -30.0% |
| 1Y | -18.3% | -6.4% | -11.8% | -17.4% |
| 3Y | -33.8% | +43.8% | -77.7% | -43.1% |
| 5Y | -44.3% | +98.6% | -142.9% | -56.4% |
| 10Y | -49.8% | +340.0% | -389.8% | -69.4% |
| All | -49.9% | +276.9% | -326.8% | -69.3% |
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