+395.2%
COR vs FWONK
+340.2%
+55.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +2.6% | -7.7% | +10.3% | +4.2% |
| 3M | +14.5% | +5.7% | +8.7% | +13.0% |
| 6M | -7.8% | +13.5% | -21.3% | -10.5% |
| YTD | -4.2% | -3.0% | -1.3% | -4.1% |
| 1Y | +7.0% | -6.4% | +13.4% | +7.8% |
| 3Y | +85.5% | +43.8% | +41.7% | +67.1% |
| 5Y | +181.2% | +98.6% | +82.6% | +128.4% |
| All | +395.2% | +340.2% | +55.0% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling