-99.9%
DFNS vs FWONK
+186.0%
-285.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.6% | -4.5% |
| 7D | +4.6% | -0.6% | +5.3% | +4.6% |
| 30D | -73.9% | -5.8% | -68.1% | -74.0% |
| 3M | -71.7% | +10.0% | -81.7% | -71.3% |
| 6M | -94.6% | +14.7% | -109.2% | -94.5% |
| YTD | -98.1% | -1.7% | -96.3% | -98.1% |
| 1Y | -98.3% | -4.6% | -93.7% | -98.3% |
| 3Y | -99.9% | +46.7% | -146.5% | -99.9% |
| 5Y | -99.9% | +99.4% | -199.3% | -99.9% |
| All | -99.9% | +186.0% | -285.8% | -99.9% |
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