+228.6%
CHD vs FWONK
+276.9%
-48.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -6.7% | -7.7% | +1.0% | -6.0% |
| 3M | -2.7% | +5.7% | -8.4% | -3.3% |
| 6M | -4.9% | +13.5% | -18.4% | -6.2% |
| YTD | +13.3% | -3.0% | +16.3% | +13.5% |
| 1Y | +1.0% | -6.4% | +7.4% | +1.4% |
| 3Y | +1.3% | +43.8% | -42.5% | -3.1% |
| 5Y | +20.8% | +98.6% | -77.7% | +10.9% |
| 10Y | +126.1% | +340.0% | -213.9% | +82.8% |
| All | +228.6% | +276.9% | -48.3% | +160.4% |
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