+77.5%
BP vs FWONK
+281.7%
-204.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.2% | +1.2% |
| 7D | +4.0% | -0.6% | +4.6% | +4.2% |
| 30D | +7.8% | -5.8% | +13.6% | +9.6% |
| 3M | +8.4% | +10.0% | -1.7% | +4.9% |
| 6M | +15.1% | +14.7% | +0.4% | +9.3% |
| YTD | +36.4% | -1.7% | +38.1% | +35.7% |
| 1Y | +40.9% | -4.6% | +45.5% | +41.1% |
| 3Y | +38.8% | +46.7% | -7.8% | +18.4% |
| 5Y | +141.1% | +99.4% | +41.7% | +81.8% |
| 10Y | +133.9% | +345.6% | -211.7% | +32.0% |
| All | +77.5% | +281.7% | -204.2% | -5.4% |
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