+421.5%
CARR vs FWONK
+375.1%
+46.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | -7.7% | -1.2% | -6.6% |
| 3M | -17.3% | +5.7% | -23.0% | -19.2% |
| 6M | -1.4% | +13.5% | -14.9% | -6.1% |
| YTD | +10.0% | -3.0% | +13.0% | +10.0% |
| 1Y | -6.4% | -6.4% | +0.1% | -5.3% |
| 3Y | +1.5% | +43.8% | -42.3% | -12.5% |
| 5Y | +9.3% | +98.6% | -89.3% | -16.2% |
| All | +421.5% | +375.1% | +46.4% | +228.1% |
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 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