+1,500.4%
CIEN vs FWONK
+281.7%
+1,218.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -4.6% | -0.6% | -3.9% | -4.4% |
| 30D | -12.8% | -5.8% | -7.0% | -11.3% |
| 3M | -23.1% | +10.0% | -33.1% | -26.0% |
| 6M | +6.1% | +14.7% | -8.6% | +0.3% |
| YTD | +44.5% | -1.7% | +46.3% | +43.5% |
| 1Y | +176.6% | -4.6% | +181.2% | +176.8% |
| 3Y | +601.0% | +46.7% | +554.3% | +504.3% |
| 5Y | +509.1% | +99.4% | +409.7% | +371.4% |
| 10Y | +1,460.5% | +345.6% | +1,114.9% | +789.1% |
| All | +1,500.4% | +281.7% | +1,218.7% | +766.7% |
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