-16.0%
CLF vs FWONK
+44.4%
-60.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.7% |
| 7D | -3.7% | -1.5% | -2.1% | -3.2% |
| 30D | -4.7% | -6.8% | +2.1% | -2.8% |
| 3M | -4.7% | +7.7% | -12.4% | -7.9% |
| 6M | +24.0% | +11.0% | +13.0% | +18.3% |
| YTD | -10.9% | -3.1% | -7.8% | -10.8% |
| 1Y | +4.0% | -3.5% | +7.5% | +3.8% |
| All | -16.0% | +44.4% | -60.4% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling