-12.6%
BURL vs FWONK
+92.3%
-104.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.5% |
| 7D | -2.6% | -2.1% | -0.5% | -1.9% |
| 30D | -30.8% | -7.7% | -23.1% | -28.8% |
| 3M | -18.7% | +9.3% | -28.0% | -21.3% |
| 6M | -16.4% | +13.3% | -29.8% | -20.6% |
| YTD | -11.6% | -3.6% | -8.0% | -11.0% |
| 1Y | -12.0% | -6.8% | -5.2% | -10.4% |
| 3Y | +63.6% | +43.9% | +19.8% | +38.5% |
| 5Y | -12.6% | +94.4% | -107.0% | -37.2% |
| All | -12.6% | +92.3% | -104.9% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling