+379.9%
CSCO vs FWONK
+340.2%
+39.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -9.5% | -7.7% | -1.7% | -7.7% |
| 3M | -7.6% | +5.7% | -13.3% | -9.3% |
| 6M | +44.9% | +13.5% | +31.4% | +39.1% |
| YTD | +47.7% | -3.0% | +50.7% | +47.6% |
| 1Y | +69.1% | -6.4% | +75.5% | +70.4% |
| 3Y | +113.5% | +43.8% | +69.7% | +87.8% |
| 5Y | +122.8% | +98.6% | +24.2% | +75.2% |
| All | +379.9% | +340.2% | +39.7% | +217.7% |
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 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