-78.7%
CAPR vs FWONK
+340.2%
-418.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -11.0% | +0.1% | -11.1% | -11.0% |
| 30D | +99.8% | -7.7% | +107.5% | +105.8% |
| 3M | -66.6% | +5.7% | -72.3% | -67.8% |
| 6M | -75.1% | +13.5% | -88.5% | -76.7% |
| YTD | -71.0% | -3.0% | -68.0% | -71.2% |
| 1Y | +30.0% | -6.4% | +36.4% | +31.0% |
| 3Y | +29.0% | +43.8% | -14.9% | +0.5% |
| 5Y | +70.8% | +98.6% | -27.8% | +5.5% |
| All | -78.7% | +340.2% | -418.9% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling