-3.2%
DASH vs FWONK
+97.7%
-100.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -5.0% | -7.7% | +2.8% | -0.4% |
| 3M | +30.6% | +5.7% | +24.9% | +26.1% |
| 6M | +19.2% | +13.5% | +5.7% | +10.0% |
| YTD | -10.8% | -3.0% | -7.9% | -10.0% |
| 1Y | -22.4% | -6.4% | -16.0% | -20.4% |
| 3Y | +142.5% | +43.8% | +98.6% | +75.3% |
| All | -3.2% | +97.7% | -100.9% | -44.7% |
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