-34.0%
BROS vs FWONK
-3.0%
-31.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -5.8% | +0.1% | -5.8% | -5.7% |
| 30D | -14.0% | -7.7% | -6.2% | -13.7% |
| 3M | -32.5% | +5.7% | -38.2% | -32.3% |
| 6M | -14.9% | +13.5% | -28.4% | -15.0% |
| YTD | -28.3% | -3.0% | -25.3% | -29.5% |
| 1Y | -34.0% | -6.4% | -27.6% | -35.5% |
| All | -34.0% | -3.0% | -31.0% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling