-98.3%
DFNS vs FWONK
-4.6%
-93.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.8% |
| 7D | -16.0% | -6.2% | -9.8% | -11.3% |
| 30D | -77.7% | -0.6% | -77.1% | -78.6% |
| 3M | -77.2% | +11.1% | -88.3% | -77.6% |
| 6M | -95.2% | +11.7% | -106.9% | -95.2% |
| YTD | -98.0% | -3.1% | -94.9% | -97.7% |
| 1Y | -98.3% | -4.2% | -94.1% | -97.8% |
| All | -98.3% | -4.6% | -93.7% | -97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling