+75.9%
DE vs FWONK
+44.6%
+31.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +9.0% | -7.7% | +16.8% | +10.2% |
| 3M | +19.1% | +5.7% | +13.4% | +18.0% |
| 6M | +14.4% | +13.5% | +0.9% | +11.8% |
| YTD | +45.9% | -3.0% | +48.9% | +46.1% |
| 1Y | +43.6% | -6.4% | +50.0% | +44.5% |
| 3Y | +75.9% | +43.8% | +32.1% | +65.4% |
| All | +75.9% | +44.6% | +31.3% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling