-14.2%
CLF vs FWONK
+274.4%
-288.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +6.5% | -2.1% | +8.6% | +7.6% |
| 30D | +0.2% | -7.7% | +7.9% | +3.9% |
| 3M | -3.1% | +9.3% | -12.4% | -8.0% |
| 6M | +25.0% | +13.3% | +11.7% | +16.3% |
| YTD | -7.5% | -3.6% | -3.8% | -7.2% |
| 1Y | +11.5% | -6.8% | +18.3% | +12.9% |
| 3Y | -13.7% | +43.9% | -57.6% | -31.0% |
| 5Y | -47.0% | +94.4% | -141.4% | -63.7% |
| 10Y | +116.3% | +353.8% | -237.5% | +10.6% |
| All | -14.2% | +274.4% | -288.6% | -55.0% |
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 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