+376.5%
BLDR vs FWONK
+340.2%
+36.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -8.2% | +0.1% | -8.3% | -8.3% |
| 30D | -16.6% | -7.7% | -8.9% | -12.9% |
| 3M | -23.2% | +5.7% | -28.9% | -25.7% |
| 6M | -33.7% | +13.5% | -47.2% | -38.6% |
| YTD | -41.3% | -3.0% | -38.4% | -41.2% |
| 1Y | -58.8% | -6.4% | -52.4% | -58.1% |
| 3Y | -57.5% | +43.8% | -101.3% | -67.3% |
| 5Y | +12.9% | +98.6% | -85.7% | -29.9% |
| All | +376.5% | +340.2% | +36.3% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling