+174.5%
DAL vs FWONK
+330.0%
-155.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.1% | +2.5% | -3.6% | -2.1% |
| 30D | +12.8% | +20.0% | -7.1% | +4.4% |
| 3M | -5.3% | +5.2% | -10.4% | -7.6% |
| 6M | +22.4% | +18.7% | +3.7% | +13.1% |
| YTD | +25.6% | +10.7% | +14.9% | +18.7% |
| 1Y | +45.5% | +8.2% | +37.3% | +38.7% |
| 3Y | +161.0% | +64.6% | +96.4% | +106.1% |
| 5Y | +112.2% | +92.5% | +19.7% | +54.6% |
| 10Y | +109.1% | +285.3% | -176.2% | +13.2% |
| All | +174.5% | +330.0% | -155.5% | +33.0% |
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