-73.2%
DOCS vs FWONK
+93.1%
-166.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.9% |
| 7D | -1.4% | -6.2% | +4.8% | +2.4% |
| 30D | +21.8% | -0.6% | +22.4% | +22.5% |
| 3M | +27.3% | +11.1% | +16.2% | +19.7% |
| 6M | -0.3% | +11.7% | -12.1% | -7.3% |
| YTD | -40.5% | -3.1% | -37.4% | -39.8% |
| 1Y | -61.5% | -4.2% | -57.4% | -60.9% |
| 3Y | +8.2% | +38.3% | -30.2% | -16.8% |
| All | -73.2% | +93.1% | -166.3% | -84.9% |
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 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