+5.4%
D vs FWONK
+95.7%
-90.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | -3.5% | -6.8% | +3.3% | -2.8% |
| 3M | -1.6% | +7.7% | -9.3% | -2.5% |
| 6M | +5.8% | +11.0% | -5.2% | +4.4% |
| YTD | +14.5% | -3.1% | +17.6% | +14.5% |
| 1Y | +14.2% | -3.5% | +17.6% | +14.1% |
| 3Y | +59.0% | +44.6% | +14.4% | +52.2% |
| 5Y | +5.4% | +98.3% | -92.9% | +0.1% |
| All | +5.4% | +95.7% | -90.3% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling