-54.2%
DOCS vs FWONK
+87.8%
-142.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.8% |
| 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% | +5.0% |
| All | -54.2% | +87.8% | -142.1% | -72.9% |
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