+134.1%
BP vs FWONK
+340.2%
-206.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +8.7% | -7.7% | +16.4% | +11.2% |
| 3M | +9.3% | +5.7% | +3.6% | +7.1% |
| 6M | +13.6% | +13.5% | +0.1% | +8.1% |
| YTD | +37.7% | -3.0% | +40.6% | +37.4% |
| 1Y | +40.6% | -6.4% | +47.0% | +41.8% |
| 3Y | +40.3% | +43.8% | -3.5% | +19.5% |
| 5Y | +141.4% | +98.6% | +42.8% | +79.2% |
| All | +134.1% | +340.2% | -206.0% | +47.7% |
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