+43.0%
EXC vs FWONK
+97.7%
-54.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -3.6% | -7.7% | +4.1% | -2.8% |
| 3M | -4.3% | +5.7% | -10.0% | -4.9% |
| 6M | -9.9% | +13.5% | -23.4% | -11.4% |
| YTD | +1.8% | -3.0% | +4.7% | +1.8% |
| 1Y | +2.9% | -6.4% | +9.3% | +3.3% |
| 3Y | +19.1% | +43.8% | -24.7% | +11.6% |
| All | +43.0% | +97.7% | -54.7% | +26.2% |
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