+526.0%
CSCO vs FWONK
+281.7%
+244.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -10.7% | -5.8% | -4.9% | -9.5% |
| 3M | -8.7% | +10.0% | -18.8% | -11.2% |
| 6M | +44.9% | +14.7% | +30.2% | +39.0% |
| YTD | +44.1% | -1.7% | +45.9% | +43.6% |
| 1Y | +65.9% | -4.6% | +70.5% | +66.2% |
| 3Y | +109.0% | +46.7% | +62.3% | +84.3% |
| 5Y | +114.8% | +99.4% | +15.4% | +71.7% |
| 10Y | +377.3% | +345.6% | +31.8% | +201.4% |
| All | +526.0% | +281.7% | +244.3% | +280.6% |
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 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