+292.8%
DIA vs FWONK
+276.3%
+16.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -3.0% | -1.5% | -1.5% | -2.6% |
| 30D | -3.0% | -6.8% | +3.8% | -1.3% |
| 3M | +4.5% | +7.7% | -3.2% | +2.3% |
| 6M | +9.8% | +11.0% | -1.2% | +6.4% |
| YTD | +9.3% | -3.1% | +12.4% | +9.4% |
| 1Y | +16.0% | -3.5% | +19.4% | +16.0% |
| 3Y | +57.7% | +44.6% | +13.1% | +39.7% |
| 5Y | +63.8% | +98.3% | -34.5% | +31.3% |
| 10Y | +248.8% | +339.3% | -90.5% | +122.7% |
| All | +292.8% | +276.3% | +16.5% | +140.5% |
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