+327.9%
CAT vs FWONK
+95.7%
+232.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +0.6% | -1.5% | +2.2% | +1.0% |
| 30D | -4.5% | -6.8% | +2.2% | -2.9% |
| 3M | -5.8% | +7.7% | -13.5% | -8.3% |
| 6M | +12.7% | +11.0% | +1.8% | +8.4% |
| YTD | +41.4% | -3.1% | +44.5% | +41.4% |
| 1Y | +92.1% | -3.5% | +95.5% | +91.9% |
| 3Y | +197.5% | +44.6% | +152.8% | +158.3% |
| 5Y | +327.9% | +98.3% | +229.7% | +223.6% |
| All | +327.9% | +95.7% | +232.2% | +223.6% |
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