+15.4%
DOC vs FWONK
+281.3%
-265.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.7% |
| 30D | +7.7% | +20.0% | -12.2% | +1.1% |
| 3M | -2.0% | +5.2% | -7.2% | -4.0% |
| 6M | +5.9% | +18.7% | -12.8% | -0.7% |
| YTD | +31.8% | +10.7% | +21.1% | +26.1% |
| 1Y | +22.5% | +8.2% | +14.3% | +18.0% |
| 3Y | +54.7% | +64.6% | -9.8% | +25.4% |
| 5Y | -21.3% | +92.5% | -113.8% | -41.6% |
| All | +15.4% | +281.3% | -265.9% | -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