+361.0%
CAH vs FWONK
+276.9%
+84.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +0.2% | -7.7% | +7.9% | +1.7% |
| 3M | +6.3% | +5.7% | +0.6% | +4.9% |
| 6M | +9.4% | +13.5% | -4.1% | +6.3% |
| YTD | +15.0% | -3.0% | +17.9% | +15.1% |
| 1Y | +55.4% | -6.4% | +61.9% | +56.6% |
| 3Y | +173.8% | +43.8% | +130.0% | +150.5% |
| 5Y | +395.2% | +98.6% | +296.6% | +316.3% |
| 10Y | +293.2% | +340.0% | -46.8% | +172.2% |
| All | +361.0% | +276.9% | +84.0% | +205.6% |
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 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