-77.3%
CAPR vs FWONK
+274.4%
-351.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -9.5% | -2.1% | -7.4% | -8.8% |
| 30D | +121.5% | -7.7% | +129.2% | +127.7% |
| 3M | -65.4% | +9.3% | -74.7% | -66.9% |
| 6M | -67.5% | +13.3% | -80.9% | -69.4% |
| YTD | -68.6% | -3.6% | -65.0% | -68.7% |
| 1Y | +42.7% | -6.8% | +49.4% | +43.9% |
| 3Y | +43.4% | +43.9% | -0.5% | +15.0% |
| 5Y | +86.0% | +94.4% | -8.4% | +24.2% |
| 10Y | -77.4% | +353.8% | -431.2% | -89.6% |
| All | -77.3% | +274.4% | -351.8% | -90.9% |
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