-37.0%
DOCS vs FWONK
+8.9%
-45.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.7% |
| 7D | -4.2% | +12.4% | -16.6% | -8.5% |
| 30D | +8.6% | +18.5% | -9.9% | +1.3% |
| 3M | +27.2% | +8.6% | +18.6% | +23.0% |
| 6M | +26.5% | +19.8% | +6.7% | +18.6% |
| YTD | -25.0% | +12.9% | -37.8% | -27.2% |
| 1Y | -37.0% | +9.0% | -46.0% | -36.9% |
| All | -37.0% | +8.9% | -45.9% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling