+203.8%
DHR vs FWONK
+340.2%
-136.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -2.7% | -7.7% | +5.0% | -1.0% |
| 3M | +10.9% | +5.7% | +5.2% | +9.5% |
| 6M | +3.0% | +13.5% | -10.4% | 0.0% |
| YTD | -12.2% | -3.0% | -9.2% | -12.0% |
| 1Y | +3.3% | -6.4% | +9.7% | +4.2% |
| 3Y | -8.2% | +43.8% | -52.0% | -17.0% |
| 5Y | -29.9% | +98.6% | -128.5% | -41.3% |
| All | +203.8% | +340.2% | -136.4% | +127.1% |
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