+50.6%
CI vs FWONK
+95.7%
-45.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -1.3% | -1.5% | +0.2% | -1.2% |
| 30D | +3.1% | -6.8% | +9.9% | +3.9% |
| 3M | -4.5% | +7.7% | -12.2% | -5.1% |
| 6M | +8.3% | +11.0% | -2.7% | +7.1% |
| YTD | +3.8% | -3.1% | +6.9% | +4.0% |
| 1Y | -5.0% | -3.5% | -1.5% | -4.9% |
| 3Y | +5.8% | +44.6% | -38.8% | -0.9% |
| 5Y | +50.6% | +98.3% | -47.6% | +30.1% |
| All | +50.6% | +95.7% | -45.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling