+221.9%
COMP vs FWONK
+43.1%
+178.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.1% |
| 7D | +4.1% | -2.1% | +6.1% | +4.8% |
| 30D | -14.5% | -7.7% | -6.9% | -12.3% |
| 3M | +41.8% | +9.3% | +32.5% | +38.2% |
| 6M | +23.6% | +13.3% | +10.2% | +19.2% |
| YTD | +1.7% | -3.6% | +5.3% | +2.1% |
| 1Y | +12.6% | -6.8% | +19.3% | +14.0% |
| 3Y | +221.9% | +43.9% | +178.0% | +192.4% |
| All | +221.9% | +43.1% | +178.7% | +192.4% |
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