-3.6%
COST vs FWONK
-4.6%
+0.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.9% |
| 7D | -3.1% | -6.2% | +3.0% | -2.7% |
| 30D | -2.8% | -0.6% | -2.2% | -2.6% |
| 3M | -5.7% | +11.1% | -16.8% | -5.7% |
| 6M | -8.8% | +11.7% | -20.5% | -9.0% |
| YTD | +6.7% | -3.1% | +9.7% | +7.4% |
| 1Y | -3.6% | -4.2% | +0.5% | -3.6% |
| All | -3.6% | -4.6% | +0.9% | -3.6% |
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