-11.1%
CHYM vs FWONK
-1.5%
-9.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -2.3% | +0.1% | -2.3% | -2.2% |
| 30D | +4.4% | -7.7% | +12.2% | +6.8% |
| 3M | +91.3% | +5.7% | +85.6% | +89.8% |
| 6M | +44.0% | +13.5% | +30.5% | +41.9% |
| YTD | +31.1% | -3.0% | +34.1% | +32.3% |
| 1Y | +37.8% | -6.4% | +44.3% | +41.8% |
| All | -11.1% | -1.5% | -9.5% | -6.6% |
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