+60.4%
D vs FWONK
+274.4%
-214.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.8% | -2.1% | +2.8% | +1.1% |
| 30D | -0.7% | -7.7% | +6.9% | +0.4% |
| 3M | +2.1% | +9.3% | -7.2% | +0.5% |
| 6M | +6.8% | +13.3% | -6.5% | +4.5% |
| YTD | +16.5% | -3.6% | +20.2% | +16.8% |
| 1Y | +19.2% | -6.8% | +25.9% | +19.9% |
| 3Y | +61.9% | +43.9% | +18.0% | +50.6% |
| 5Y | +6.5% | +94.4% | -87.9% | -7.0% |
| 10Y | +35.3% | +353.8% | -318.5% | +1.3% |
| All | +60.4% | +274.4% | -214.0% | +19.1% |
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 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