+18.4%
BX vs FWONK
+97.7%
-79.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -12.2% | -7.7% | -4.5% | -8.7% |
| 3M | +7.4% | +5.7% | +1.7% | +4.1% |
| 6M | +22.2% | +13.5% | +8.7% | +13.6% |
| YTD | -14.0% | -3.0% | -11.0% | -13.6% |
| 1Y | -27.3% | -6.4% | -20.9% | -25.7% |
| 3Y | +24.5% | +43.8% | -19.3% | -2.7% |
| All | +18.4% | +97.7% | -79.2% | -26.0% |
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 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