+275.1%
BLK vs FWONK
+340.2%
-65.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -6.5% | -7.7% | +1.2% | -3.8% |
| 3M | +6.7% | +5.7% | +1.0% | +4.3% |
| 6M | +14.7% | +13.5% | +1.3% | +9.0% |
| YTD | +2.5% | -3.0% | +5.5% | +2.8% |
| 1Y | -2.8% | -6.4% | +3.6% | -1.3% |
| 3Y | +65.9% | +43.8% | +22.0% | +41.2% |
| 5Y | +33.0% | +98.6% | -65.6% | -0.8% |
| All | +275.1% | +340.2% | -65.1% | +126.2% |
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