+142.1%
CI vs FWONK
+340.2%
-198.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +1.8% | -7.7% | +9.5% | +3.7% |
| 3M | -4.2% | +5.7% | -10.0% | -5.6% |
| 6M | +8.8% | +13.5% | -4.6% | +5.2% |
| YTD | +3.7% | -3.0% | +6.7% | +3.9% |
| 1Y | -6.1% | -6.4% | +0.3% | -5.4% |
| 3Y | +4.5% | +43.8% | -39.4% | -8.2% |
| 5Y | +50.5% | +98.6% | -48.0% | +17.0% |
| All | +142.1% | +340.2% | -198.1% | +55.1% |
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