+18.4%
BROS vs FWONK
+100.1%
-81.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | -6.1% | -1.5% | -4.5% | -5.5% |
| 30D | -12.4% | -6.8% | -5.6% | -9.6% |
| 3M | -27.9% | +7.7% | -35.6% | -30.4% |
| 6M | -16.8% | +11.0% | -27.8% | -21.2% |
| YTD | -29.0% | -3.1% | -25.9% | -28.9% |
| 1Y | -33.2% | -3.5% | -29.7% | -33.2% |
| 3Y | +56.8% | +44.6% | +12.2% | +27.3% |
| All | +18.4% | +100.1% | -81.7% | -4.5% |
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 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