-41.8%
CLF vs FWONK
+92.1%
-133.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +10.4% | +2.5% | +7.8% | +9.3% |
| 30D | +0.6% | +20.0% | -19.4% | -7.7% |
| 3M | +4.1% | +5.2% | -1.0% | +1.1% |
| 6M | +15.1% | +18.7% | -3.6% | +4.8% |
| YTD | -4.7% | +10.7% | -15.4% | -10.6% |
| 1Y | +20.4% | +8.2% | +12.1% | +14.1% |
| 3Y | -23.4% | +64.6% | -87.9% | -43.7% |
| All | -41.8% | +92.1% | -133.8% | -61.5% |
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