+263.3%
BKNG vs FWONK
+276.3%
-13.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -10.7% | -1.5% | -9.1% | -10.2% |
| 30D | -18.1% | -6.8% | -11.3% | -16.0% |
| 3M | +8.5% | +7.7% | +0.8% | +5.7% |
| 6M | -0.1% | +11.0% | -11.0% | -3.9% |
| YTD | -18.2% | -3.1% | -15.1% | -17.8% |
| 1Y | -19.9% | -3.5% | -16.4% | -19.6% |
| 3Y | +41.6% | +44.6% | -3.0% | +21.1% |
| 5Y | +93.1% | +98.3% | -5.1% | +47.3% |
| 10Y | +214.8% | +339.3% | -124.5% | +85.1% |
| All | +263.3% | +276.3% | -13.1% | +100.8% |
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