-16.3%
CDW vs FWONK
+97.7%
-114.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.2% | +7.7% | +7.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +13.1% | -7.7% | +20.8% | +15.5% |
| 3M | +19.7% | +5.7% | +13.9% | +17.4% |
| 6M | +30.7% | +13.5% | +17.3% | +24.9% |
| YTD | +14.7% | -3.0% | +17.7% | +14.9% |
| 1Y | -5.3% | -6.4% | +1.1% | -4.2% |
| 3Y | -23.8% | +43.8% | -67.7% | -34.9% |
| All | -16.3% | +97.7% | -114.0% | -41.7% |
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 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