+358.6%
BLK vs FWONK
+276.9%
+81.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +6.7% | +5.7% | +1.0% | +4.4% |
| 6M | +14.7% | +13.5% | +1.3% | +9.2% |
| YTD | +2.5% | -3.0% | +5.5% | +2.8% |
| 1Y | -2.8% | -6.4% | +3.6% | -1.4% |
| 3Y | +65.9% | +43.8% | +22.0% | +42.4% |
| 5Y | +33.0% | +98.6% | -65.6% | +0.9% |
| 10Y | +281.2% | +340.0% | -58.8% | +111.7% |
| All | +358.6% | +276.9% | +81.6% | +140.2% |
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 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