+426.2%
BTSG vs FWONK
+40.0%
+386.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.1% |
| 7D | -5.8% | -1.5% | -4.2% | -5.2% |
| 30D | 0.0% | -6.8% | +6.8% | +2.6% |
| 3M | -4.5% | +7.7% | -12.2% | -7.3% |
| 6M | +40.0% | +11.0% | +29.0% | +33.9% |
| YTD | +54.6% | -3.1% | +57.7% | +55.4% |
| 1Y | +106.1% | -3.5% | +109.6% | +107.1% |
| All | +426.2% | +40.0% | +386.2% | +405.6% |
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