+40.0%
CVS vs FWONK
+340.2%
-300.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | -0.1% | -7.7% | +7.7% | +1.3% |
| 3M | -5.2% | +5.7% | -10.9% | -6.3% |
| 6M | +26.9% | +13.5% | +13.4% | +23.6% |
| YTD | +22.1% | -3.0% | +25.0% | +22.2% |
| 1Y | +30.8% | -6.4% | +37.2% | +31.6% |
| 3Y | +54.4% | +43.8% | +10.6% | +41.5% |
| 5Y | +33.4% | +98.6% | -65.2% | +12.6% |
| All | +40.0% | +340.2% | -300.2% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling