+75.5%
CAPR vs FWONK
+97.7%
-22.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +100.1% |
| 3M | -66.6% | +5.7% | -72.3% | -66.7% |
| 6M | -75.1% | +13.5% | -88.5% | -75.3% |
| YTD | -71.0% | -3.0% | -68.0% | -71.1% |
| 1Y | +30.0% | -6.4% | +36.4% | +31.4% |
| 3Y | +29.0% | +43.8% | -14.9% | +22.3% |
| All | +75.5% | +97.7% | -22.2% | +43.8% |
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