-40.6%
DIS vs FWONK
+97.7%
-138.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +3.2% | -7.7% | +11.0% | +6.5% |
| 3M | +7.0% | +5.7% | +1.3% | +4.5% |
| 6M | +6.4% | +13.5% | -7.0% | +0.8% |
| YTD | -5.6% | -3.0% | -2.7% | -5.1% |
| 1Y | -7.7% | -6.4% | -1.3% | -6.0% |
| 3Y | +33.2% | +43.8% | -10.7% | +11.3% |
| All | -40.6% | +97.7% | -138.3% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling