+15.6%
DOC vs FWONK
+282.7%
-267.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | 0.0% | +2.7% | -2.7% | -0.9% |
| 30D | +6.6% | +17.7% | -11.1% | +0.7% |
| 3M | -1.1% | +5.6% | -6.7% | -3.2% |
| 6M | +4.8% | +20.7% | -15.8% | -2.3% |
| YTD | +32.1% | +11.1% | +21.0% | +26.2% |
| 1Y | +21.9% | +7.7% | +14.2% | +17.6% |
| 3Y | +51.4% | +61.3% | -9.9% | +23.6% |
| 5Y | -21.2% | +93.2% | -114.4% | -41.6% |
| All | +15.6% | +282.7% | -267.1% | -34.2% |
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