+185.8%
CGNX vs FWONK
+340.2%
-154.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +6.0% | -7.7% | +13.7% | +9.1% |
| 3M | +3.5% | +5.7% | -2.2% | +0.4% |
| 6M | +26.3% | +13.5% | +12.8% | +18.8% |
| YTD | +79.2% | -3.0% | +82.2% | +78.6% |
| 1Y | +43.8% | -6.4% | +50.2% | +45.0% |
| 3Y | +52.0% | +43.8% | +8.1% | +25.4% |
| 5Y | -24.0% | +98.6% | -122.6% | -45.9% |
| All | +185.8% | +340.2% | -154.4% | +58.2% |
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