+22.3%
DOC vs FWONK
+38.0%
-15.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -1.5% | -6.2% | +4.7% | -0.3% |
| 30D | -4.8% | -0.6% | -4.2% | -4.7% |
| 3M | +6.9% | +11.1% | -4.2% | +4.6% |
| 6M | +20.7% | +11.7% | +9.0% | +18.0% |
| YTD | +34.1% | -3.1% | +37.2% | +34.2% |
| 1Y | +22.6% | -4.2% | +26.8% | +22.8% |
| All | +22.3% | +38.0% | -15.7% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling