-5.4%
ES vs FWONK
+97.7%
-103.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -4.2% | -7.7% | +3.5% | -3.3% |
| 3M | +0.1% | +5.7% | -5.6% | -0.6% |
| 6M | -6.2% | +13.5% | -19.7% | -7.9% |
| YTD | +4.1% | -3.0% | +7.0% | +4.1% |
| 1Y | +10.2% | -6.4% | +16.6% | +10.6% |
| 3Y | +26.1% | +43.8% | -17.7% | +19.5% |
| All | -5.4% | +97.7% | -103.1% | -9.9% |
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