-37.3%
DOCS vs FWONK
+144.5%
-181.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.3% |
| 7D | -4.2% | +12.4% | -16.6% | -10.9% |
| 30D | +8.6% | +18.5% | -9.9% | -2.1% |
| 3M | +27.2% | +8.6% | +18.6% | +20.4% |
| 6M | +26.5% | +19.8% | +6.7% | +13.0% |
| YTD | -25.0% | +12.9% | -37.8% | -31.0% |
| 1Y | -37.0% | +9.0% | -46.0% | -40.8% |
| 3Y | +39.4% | +63.8% | -24.4% | -3.5% |
| 5Y | -56.7% | +95.1% | -151.8% | -74.2% |
| All | -37.3% | +144.5% | -181.9% | -66.8% |
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