-53.9%
DOCS vs FWONK
+108.9%
-162.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -7.0% |
| 7D | -7.3% | -2.1% | -5.3% | -6.1% |
| 30D | -10.9% | -7.7% | -3.2% | -6.6% |
| 3M | +20.3% | +9.3% | +11.0% | +14.3% |
| 6M | -3.6% | +13.3% | -17.0% | -11.2% |
| YTD | -44.9% | -3.6% | -41.2% | -44.0% |
| 1Y | -64.9% | -6.8% | -58.1% | -63.7% |
| 3Y | +7.6% | +43.9% | -36.2% | -19.9% |
| 5Y | -74.0% | +94.4% | -168.4% | -84.5% |
| All | -53.9% | +108.9% | -162.8% | -73.0% |
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 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