+325.8%
BN vs FWONK
+276.3%
+49.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -5.9% | -1.5% | -4.3% | -5.3% |
| 30D | -15.1% | -6.8% | -8.3% | -12.9% |
| 3M | -14.6% | +7.7% | -22.3% | -17.2% |
| 6M | -8.4% | +11.0% | -19.4% | -12.4% |
| YTD | -16.8% | -3.1% | -13.7% | -16.5% |
| 1Y | -14.4% | -3.5% | -10.9% | -14.2% |
| 3Y | +70.1% | +44.6% | +25.5% | +45.3% |
| 5Y | +33.5% | +98.3% | -64.7% | +1.4% |
| 10Y | +260.2% | +339.3% | -79.1% | +109.4% |
| All | +325.8% | +276.3% | +49.5% | +137.2% |
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