+94.2%
BTI vs FWONK
+276.9%
-182.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.1% | -7.7% | +6.7% | +0.3% |
| 3M | -8.8% | +5.7% | -14.5% | -9.8% |
| 6M | -4.0% | +13.5% | -17.4% | -6.3% |
| YTD | +0.4% | -3.0% | +3.3% | +0.5% |
| 1Y | +1.9% | -6.4% | +8.3% | +2.6% |
| 3Y | +108.5% | +43.8% | +64.7% | +91.3% |
| 5Y | +118.5% | +98.6% | +20.0% | +85.3% |
| 10Y | +75.1% | +340.0% | -264.9% | +24.3% |
| All | +94.2% | +276.9% | -182.8% | +32.6% |
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