+216.7%
CTVA vs FWONK
+160.8%
+55.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +11.3% | -7.7% | +19.1% | +14.3% |
| 3M | +12.3% | +5.7% | +6.6% | +9.9% |
| 6M | +7.2% | +13.5% | -6.3% | +1.8% |
| YTD | +26.0% | -3.0% | +29.0% | +26.2% |
| 1Y | +16.0% | -6.4% | +22.4% | +17.6% |
| 3Y | +73.9% | +43.8% | +30.1% | +47.2% |
| 5Y | +103.8% | +98.6% | +5.2% | +45.8% |
| All | +216.7% | +160.8% | +55.9% | +87.8% |
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