+98.2%
DG vs FWONK
+340.2%
-242.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +4.2% | -7.7% | +11.9% | +5.2% |
| 3M | +9.5% | +5.7% | +3.8% | +8.7% |
| 6M | -13.1% | +13.5% | -26.6% | -14.5% |
| YTD | -4.8% | -3.0% | -1.9% | -4.7% |
| 1Y | +20.6% | -6.4% | +27.0% | +21.2% |
| 3Y | +4.9% | +43.8% | -38.9% | -1.1% |
| 5Y | -37.9% | +98.6% | -136.4% | -44.6% |
| All | +98.2% | +340.2% | -242.0% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling