+36.0%
DIS vs FWONK
+281.7%
-245.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.5% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | +1.0% | -5.8% | +6.7% | +3.0% |
| 3M | +5.7% | +10.0% | -4.3% | +2.2% |
| 6M | +3.3% | +14.7% | -11.4% | -1.7% |
| YTD | -7.7% | -1.7% | -6.0% | -7.7% |
| 1Y | -10.0% | -4.6% | -5.3% | -9.2% |
| 3Y | +31.7% | +46.7% | -15.0% | +13.5% |
| 5Y | -42.2% | +99.4% | -141.6% | -55.2% |
| 10Y | +22.3% | +345.6% | -323.2% | -24.8% |
| All | +36.0% | +281.7% | -245.7% | -20.5% |
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