+107.7%
COST vs FWONK
+97.7%
+10.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | -7.7% | +3.0% | -3.0% |
| 3M | -7.1% | +5.7% | -12.8% | -8.4% |
| 6M | -8.5% | +13.5% | -22.0% | -11.5% |
| YTD | +5.4% | -3.0% | +8.3% | +5.7% |
| 1Y | -5.6% | -6.4% | +0.8% | -4.6% |
| 3Y | +68.5% | +43.8% | +24.7% | +49.2% |
| All | +107.7% | +97.7% | +10.0% | +69.3% |
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