+174.8%
CVX vs FWONK
+276.3%
-101.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | +9.1% | -6.8% | +15.9% | +11.3% |
| 3M | +13.1% | +7.7% | +5.4% | +10.2% |
| 6M | +16.3% | +11.0% | +5.3% | +11.7% |
| YTD | +43.5% | -3.1% | +46.6% | +43.3% |
| 1Y | +40.2% | -3.5% | +43.6% | +39.8% |
| 3Y | +44.2% | +44.6% | -0.4% | +23.9% |
| 5Y | +170.6% | +98.3% | +72.4% | +103.6% |
| 10Y | +220.3% | +339.3% | -119.0% | +81.2% |
| All | +174.8% | +276.3% | -101.6% | +44.9% |
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