+25.1%
BIL vs FWONK
+281.7%
-256.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.3% | -5.8% | +6.1% | +0.3% |
| 3M | +0.9% | +10.0% | -9.1% | +0.9% |
| 6M | +1.8% | +14.7% | -12.9% | +1.8% |
| YTD | +2.5% | -1.7% | +4.2% | +2.5% |
| 1Y | +3.7% | -4.6% | +8.3% | +3.7% |
| 3Y | +14.1% | +46.7% | -32.6% | +14.1% |
| 5Y | +19.4% | +99.4% | -80.0% | +19.4% |
| 10Y | +25.2% | +345.6% | -320.3% | +25.2% |
| All | +25.1% | +281.7% | -256.6% | +25.1% |
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