+502.2%
DECK vs FWONK
+276.6%
+225.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.1% |
| 7D | -2.2% | -6.2% | +4.0% | +0.1% |
| 30D | -13.6% | -0.6% | -13.0% | -13.5% |
| 3M | -21.2% | +11.1% | -32.3% | -24.3% |
| 6M | -21.1% | +11.7% | -32.8% | -24.5% |
| YTD | -17.2% | -3.1% | -14.2% | -16.7% |
| 1Y | -30.7% | -4.2% | -26.6% | -30.2% |
| 3Y | -3.4% | +38.3% | -41.7% | -16.1% |
| 5Y | +25.5% | +92.2% | -66.6% | -4.2% |
| 10Y | +714.7% | +355.4% | +359.3% | +355.6% |
| All | +502.2% | +276.6% | +225.7% | +232.6% |
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