+1,343.8%
CTAS vs FWONK
+276.3%
+1,067.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.3% | -1.5% | +0.2% | -0.8% |
| 30D | -3.1% | -6.8% | +3.7% | -1.0% |
| 3M | +10.3% | +7.7% | +2.6% | +7.6% |
| 6M | +1.6% | +11.0% | -9.3% | -2.0% |
| YTD | +6.3% | -3.1% | +9.4% | +6.7% |
| 1Y | -0.5% | -3.5% | +3.0% | -0.3% |
| 3Y | +64.6% | +44.6% | +20.0% | +41.9% |
| 5Y | +106.0% | +98.3% | +7.7% | +57.0% |
| 10Y | +677.5% | +339.3% | +338.2% | +358.4% |
| All | +1,343.8% | +276.3% | +1,067.5% | +714.8% |
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