+743.7%
BURL vs FWONK
+329.6%
+414.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | +5.9% | +14.0% | -8.1% | +0.9% |
| 30D | -8.3% | +15.8% | -24.2% | -13.1% |
| 3M | -31.6% | +6.0% | -37.7% | -33.2% |
| 6M | -16.6% | +15.3% | -31.9% | -21.3% |
| YTD | -12.1% | +10.6% | -22.7% | -16.2% |
| 1Y | -10.0% | +7.0% | -16.9% | -13.3% |
| 3Y | +94.3% | +60.6% | +33.7% | +59.2% |
| 5Y | -13.2% | +92.6% | -105.8% | -34.7% |
| 10Y | +252.5% | +300.7% | -48.2% | +98.0% |
| All | +743.7% | +329.6% | +414.1% | +342.0% |
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