+94.3%
BURL vs FWONK
+66.5%
+27.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.5% |
| 7D | +5.9% | +14.0% | -8.1% | +2.5% |
| 30D | -8.3% | +15.8% | -24.2% | -11.6% |
| 3M | -31.6% | +6.0% | -37.7% | -32.6% |
| 6M | -16.6% | +15.3% | -31.9% | -19.7% |
| YTD | -12.1% | +10.6% | -22.7% | -14.3% |
| 1Y | -10.0% | +7.0% | -16.9% | -11.3% |
| 3Y | +94.3% | +60.6% | +33.7% | +84.1% |
| All | +94.3% | +66.5% | +27.8% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling