+75.3%
CVS vs FWONK
+276.3%
-201.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -2.0% | -1.5% | -0.4% | -1.7% |
| 30D | +1.9% | -6.8% | +8.7% | +3.1% |
| 3M | -2.2% | +7.7% | -9.9% | -3.6% |
| 6M | +26.7% | +11.0% | +15.8% | +24.1% |
| YTD | +22.9% | -3.1% | +26.0% | +23.0% |
| 1Y | +32.9% | -3.5% | +36.4% | +33.0% |
| 3Y | +62.3% | +44.6% | +17.7% | +49.3% |
| 5Y | +34.2% | +98.3% | -64.0% | +14.6% |
| 10Y | +41.8% | +339.3% | -297.5% | +2.4% |
| All | +75.3% | +276.3% | -201.0% | +22.5% |
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