-28.9%
DASH vs FWONK
+92.8%
-121.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.3% |
| 7D | -4.1% | +2.7% | -6.8% | -5.6% |
| 30D | -10.6% | +17.7% | -28.3% | -19.2% |
| 3M | -18.8% | +5.6% | -24.4% | -21.9% |
| 6M | +11.2% | +20.7% | -9.5% | -1.7% |
| YTD | -23.8% | +11.1% | -34.9% | -29.5% |
| 1Y | -12.2% | +7.7% | -19.9% | -17.3% |
| 3Y | +97.3% | +61.3% | +36.0% | +32.8% |
| All | -28.9% | +92.8% | -121.7% | -63.2% |
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