-52.9%
DOCS vs FWONK
+92.1%
-145.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +2.6% | +2.5% | 0.0% | +1.0% |
| 30D | +11.4% | +20.0% | -8.5% | -0.4% |
| 3M | +25.4% | +5.2% | +20.2% | +20.9% |
| 6M | +42.5% | +18.7% | +23.8% | +28.1% |
| YTD | -24.7% | +10.7% | -35.4% | -30.0% |
| 1Y | -32.9% | +8.2% | -41.2% | -36.8% |
| 3Y | +39.6% | +64.6% | -24.9% | -4.4% |
| All | -52.9% | +92.1% | -145.0% | -72.6% |
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 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