-28.1%
COMP vs FWONK
+92.3%
-120.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -2.9% |
| 7D | +4.1% | -2.1% | +6.1% | +5.5% |
| 30D | -14.5% | -7.7% | -6.9% | -9.8% |
| 3M | +41.8% | +9.3% | +32.5% | +33.4% |
| 6M | +23.6% | +13.3% | +10.2% | +13.0% |
| YTD | +1.7% | -3.6% | +5.3% | +3.1% |
| 1Y | +12.6% | -6.8% | +19.3% | +16.2% |
| 3Y | +221.9% | +43.9% | +178.0% | +117.3% |
| 5Y | -28.1% | +94.4% | -122.6% | -64.7% |
| All | -28.1% | +92.3% | -120.4% | -64.7% |
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