-10.5%
DOW vs FWONK
+11.0%
-21.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.5% |
| 7D | -6.0% | -0.6% | -5.4% | -6.0% |
| 30D | -2.7% | -5.8% | +3.0% | -3.0% |
| 3M | -10.5% | +10.0% | -20.5% | -7.0% |
| All | -10.5% | +11.0% | -21.5% | -7.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling