+15.1%
COMP vs FWONK
-5.1%
+20.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.4% |
| 7D | +0.8% | -0.6% | +1.5% | +1.1% |
| 30D | -13.9% | -5.8% | -8.1% | -11.7% |
| 3M | +30.7% | +10.0% | +20.7% | +26.1% |
| 6M | +18.7% | +14.7% | +4.0% | +13.4% |
| YTD | +1.0% | -1.7% | +2.8% | -1.9% |
| 1Y | +15.1% | -4.6% | +19.7% | +13.3% |
| All | +15.1% | -5.1% | +20.2% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling