+0.2%
CTAS vs FWONK
+16.0%
-15.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.7% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -1.1% | -5.8% | +4.7% | +0.5% |
| 3M | +11.5% | +10.0% | +1.5% | +9.8% |
| 6M | +0.2% | +14.7% | -14.5% | -3.1% |
| All | +0.2% | +16.0% | -15.9% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling