-13.2%
BURL vs FWONK
+94.8%
-108.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.5% |
| 7D | +5.9% | +14.0% | -8.1% | +1.1% |
| 30D | -8.3% | +15.8% | -24.2% | -12.9% |
| 3M | -31.6% | +6.0% | -37.7% | -33.1% |
| 6M | -16.6% | +15.3% | -31.9% | -21.0% |
| YTD | -12.1% | +10.6% | -22.7% | -15.8% |
| 1Y | -10.0% | +7.0% | -16.9% | -12.7% |
| 3Y | +94.3% | +60.6% | +33.7% | +58.8% |
| 5Y | -13.2% | +92.6% | -105.8% | -39.6% |
| All | -13.2% | +94.8% | -108.1% | -39.6% |
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 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