+124.6%
CLF vs FWONK
+340.2%
-215.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -1.6% | -7.7% | +6.2% | +2.6% |
| 3M | -12.0% | +5.7% | -17.8% | -15.7% |
| 6M | +30.0% | +13.5% | +16.5% | +19.4% |
| YTD | -9.2% | -3.0% | -6.2% | -9.3% |
| 1Y | +2.3% | -6.4% | +8.7% | +3.5% |
| 3Y | -14.4% | +43.8% | -58.2% | -34.4% |
| 5Y | -48.3% | +98.6% | -146.9% | -67.8% |
| All | +124.6% | +340.2% | -215.6% | +0.8% |
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