-38.7%
DOCS vs FWONK
+133.9%
-172.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.8% | +15.0% | -15.8% | -9.0% |
| 30D | +17.4% | +11.3% | +6.1% | +9.7% |
| 3M | +57.4% | +6.7% | +50.7% | +51.0% |
| 6M | +26.5% | +19.9% | +6.6% | +12.7% |
| YTD | -26.6% | +7.9% | -34.5% | -30.7% |
| 1Y | -48.1% | +3.0% | -51.1% | -49.5% |
| 3Y | +52.6% | +63.6% | -11.0% | +5.2% |
| 5Y | -52.1% | +88.3% | -140.3% | -70.9% |
| All | -38.7% | +133.9% | -172.6% | -66.6% |
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