-22.0%
DOC vs FWONK
+77.5%
-99.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.3% |
| 7D | +8.7% | +8.9% | -0.1% | +6.5% |
| 30D | +7.6% | +4.1% | +3.5% | +6.6% |
| 3M | -5.3% | +2.6% | -7.9% | -6.0% |
| 6M | +27.6% | +12.2% | +15.4% | +23.6% |
| YTD | +32.4% | +0.4% | +32.0% | +31.5% |
| 1Y | +22.9% | -1.8% | +24.7% | +22.6% |
| 3Y | +43.1% | +51.7% | -8.6% | +25.0% |
| All | -22.0% | +77.5% | -99.4% | -37.1% |
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