+419.7%
CARR vs FWONK
+374.2%
+45.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -8.8% | -8.2% | -0.6% | -6.3% |
| 3M | -17.8% | +7.3% | -25.1% | -20.1% |
| 6M | +3.6% | +14.0% | -10.4% | -1.5% |
| YTD | +9.6% | -3.2% | +12.8% | +9.7% |
| 1Y | -5.7% | -4.1% | -1.7% | -5.5% |
| 3Y | +8.9% | +40.6% | -31.7% | -5.4% |
| 5Y | +11.8% | +99.4% | -87.6% | -14.3% |
| All | +419.7% | +374.2% | +45.5% | +227.1% |
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