-22.2%
DOC vs FWONK
+91.1%
-113.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -2.1% |
| 7D | +6.2% | +15.0% | -8.8% | +2.6% |
| 30D | +6.5% | +11.5% | -5.0% | +3.6% |
| 3M | -6.2% | +10.9% | -17.1% | -8.8% |
| 6M | +25.6% | +21.9% | +3.7% | +19.2% |
| YTD | +32.1% | +8.1% | +23.9% | +28.7% |
| 1Y | +20.3% | +5.0% | +15.3% | +18.0% |
| 3Y | +42.7% | +63.3% | -20.6% | +22.4% |
| 5Y | -22.2% | +88.6% | -110.7% | -38.4% |
| All | -22.2% | +91.1% | -113.3% | -38.4% |
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