+480.1%
CSX vs FWONK
+276.6%
+203.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.3% |
| 7D | -3.4% | -6.2% | +2.8% | -1.5% |
| 30D | -3.1% | -0.6% | -2.5% | -3.0% |
| 3M | +7.2% | +11.1% | -3.9% | +3.5% |
| 6M | +16.2% | +11.7% | +4.4% | +11.7% |
| YTD | +37.5% | -3.1% | +40.6% | +37.8% |
| 1Y | +53.2% | -4.2% | +57.4% | +53.8% |
| 3Y | +68.2% | +38.3% | +29.9% | +47.4% |
| 5Y | +65.2% | +92.2% | -26.9% | +27.7% |
| 10Y | +504.1% | +355.4% | +148.7% | +243.4% |
| All | +480.1% | +276.6% | +203.5% | +221.1% |
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