-5.3%
BURL vs FWONK
+0.2%
-5.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.5% | +4.2% | +7.4% |
| 7D | +10.4% | +8.9% | +1.5% | +9.8% |
| 30D | -4.9% | +4.1% | -9.1% | -5.3% |
| 3M | -29.8% | +2.6% | -32.3% | -29.6% |
| 6M | -16.5% | +12.2% | -28.7% | -16.4% |
| YTD | -10.5% | +0.4% | -11.0% | -11.3% |
| 1Y | -5.3% | -1.8% | -3.5% | -10.7% |
| All | -5.3% | +0.2% | -5.5% | -10.7% |
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