+916.0%
CAT vs FWONK
+274.4%
+641.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +5.6% | -2.1% | +7.6% | +6.2% |
| 30D | -2.3% | -7.7% | +5.3% | -0.2% |
| 3M | -10.0% | +9.3% | -19.3% | -12.8% |
| 6M | +21.2% | +13.3% | +7.9% | +15.9% |
| YTD | +44.4% | -3.6% | +48.1% | +44.4% |
| 1Y | +96.3% | -6.8% | +103.1% | +97.8% |
| 3Y | +203.9% | +43.9% | +160.0% | +165.4% |
| 5Y | +333.5% | +94.4% | +239.1% | +240.9% |
| 10Y | +1,126.0% | +353.8% | +772.2% | +630.0% |
| All | +916.0% | +274.4% | +641.6% | +487.7% |
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