+856.5%
DXCM vs FWONK
+274.4%
+582.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.7% |
| 7D | -6.2% | -2.1% | -4.2% | -5.6% |
| 30D | -0.3% | -7.7% | +7.4% | +2.2% |
| 3M | +10.3% | +9.3% | +1.0% | +7.1% |
| 6M | +24.1% | +13.3% | +10.8% | +18.9% |
| YTD | +27.4% | -3.6% | +31.0% | +27.9% |
| 1Y | +8.4% | -6.8% | +15.1% | +9.6% |
| 3Y | -19.0% | +43.9% | -62.9% | -30.6% |
| 5Y | -38.6% | +94.4% | -133.0% | -52.3% |
| 10Y | +252.9% | +353.8% | -100.9% | +99.3% |
| All | +856.5% | +274.4% | +582.1% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling