+230.6%
BSX vs FWONK
+276.9%
-46.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -16.4% | -7.7% | -8.7% | -14.4% |
| 3M | -8.9% | +5.7% | -14.6% | -10.6% |
| 6M | -38.3% | +13.5% | -51.7% | -40.8% |
| YTD | -54.9% | -3.0% | -52.0% | -54.9% |
| 1Y | -58.8% | -6.4% | -52.4% | -58.4% |
| 3Y | -21.2% | +43.8% | -65.1% | -31.2% |
| 5Y | -3.3% | +98.6% | -101.9% | -25.0% |
| 10Y | +82.8% | +340.0% | -257.2% | +10.9% |
| All | +230.6% | +276.9% | -46.3% | +89.8% |
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