+1,144.3%
CAT vs FWONK
+340.2%
+804.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -4.3% | -7.7% | +3.4% | -2.1% |
| 3M | -8.6% | +5.7% | -14.4% | -10.7% |
| 6M | +16.1% | +13.5% | +2.7% | +10.7% |
| YTD | +43.8% | -3.0% | +46.7% | +43.4% |
| 1Y | +91.5% | -6.4% | +97.9% | +92.8% |
| 3Y | +202.7% | +43.8% | +158.9% | +162.4% |
| 5Y | +335.1% | +98.6% | +236.6% | +234.9% |
| All | +1,144.3% | +340.2% | +804.2% | +709.3% |
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