+55.4%
ES vs FWONK
+60.8%
-5.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.7% | +2.5% | +0.2% | +2.4% |
| 30D | +7.6% | +20.0% | -12.4% | +5.2% |
| 3M | +0.5% | +5.2% | -4.7% | -0.2% |
| 6M | +7.6% | +18.7% | -11.1% | +5.2% |
| YTD | +10.2% | +10.7% | -0.5% | +8.5% |
| 1Y | +1.8% | +8.2% | -6.4% | +0.5% |
| 3Y | +55.4% | +64.6% | -9.2% | +43.4% |
| All | +55.4% | +60.8% | -5.4% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling