+418.8%
CDW vs FWONK
+281.7%
+137.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.1% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | +4.9% | -5.8% | +10.6% | +6.7% |
| 3M | +7.3% | +10.0% | -2.7% | +3.7% |
| 6M | +19.2% | +14.7% | +4.5% | +12.9% |
| YTD | +6.2% | -1.7% | +7.9% | +5.7% |
| 1Y | -14.0% | -4.6% | -9.4% | -13.9% |
| 3Y | -30.0% | +46.7% | -76.7% | -40.6% |
| 5Y | -23.6% | +99.4% | -123.0% | -42.5% |
| 10Y | +269.4% | +345.6% | -76.2% | +112.9% |
| All | +418.8% | +281.7% | +137.1% | +182.9% |
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