-44.8%
COMP vs FWONK
+126.3%
-171.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.5% |
| 7D | +1.4% | -6.2% | +7.6% | +5.6% |
| 30D | -13.3% | -0.6% | -12.8% | -13.1% |
| 3M | +41.1% | +11.1% | +30.0% | +31.5% |
| 6M | +17.2% | +11.7% | +5.5% | +8.5% |
| YTD | +5.2% | -3.1% | +8.3% | +6.2% |
| 1Y | +18.9% | -4.2% | +23.1% | +20.4% |
| 3Y | +215.9% | +38.3% | +177.6% | +127.0% |
| 5Y | -31.2% | +92.2% | -123.4% | -60.6% |
| All | -44.8% | +126.3% | -171.2% | -68.5% |
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 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